Some pet rats can be allergic to the dust which is in the sawdust so it is always better not to use it. However, wood chippings are often used and are good to soak up the urine. If you would rather not use anything even similar to sawdust, then pet bedding such as 'paper flakes' or 'Vegetable Parchment' might be a better option. Both are safe options and they are definitely healthier than sawdust. They can start to smell quicker however as the rats tend to move the flakes about and their urine tends to go on the actual levels, hence it is not properly soaked up.

There is a good selection online of pet bedding; some even have nice scents which keep the cage smelling nice for longer.

Proper rat bedding can be expensive if you aren't using sawdust so bear that in mind before rushing out and buying one!