There are many different kinds of hay. Even though it doesn't really matter the type you buy, each one has its pros and cons. I have only really tried Orchard Grass and Timothy, so those are the varieties I am going to talk about. However, there are many other kinds of hay, and all of them would be effective in providing fiber for the rabbit, decreasing boredom, and wearing down the constant-growing teeth.
Orchard Grass Hay: Orchard grass hay is a softer hay that my rabbits seem to like more then Timothy. It has very little weeds and brown grass. My favorite.
Timothy Hay: Currently I am feeding Timothy hay because my friend gave me 20lbs of it for free. Timothy hay is coarse and messier then other hays, but because of it's coarseness it helps keep the teeth worn down better then any other hay. Both Timothy and Orchard Grass are very similar nutrition-wise, and if you feed one of these, the rabbit will always be grateful for a little change in hays every once a while.
Alfalfa Hay: Even though I haven't tried Alfalfa hay, it's considered a big no-no. Alfalfa is too high in protein, and has been shown to cause kidney problems in most rabbits that eat it continuously. Most feeds are Alfalfa-based, which is completely fine. Alfalfa-based pellets are really why we wouldn't feed Alfalfa hay. It's just too much for the rabbit's digestive system. If you feed a Timothy-based pellet, then Alfalfa hay in small amounts would be O.K.
WHERE TO BUY HAY
Pet Stores: Pet store hay is generally older, dusty, and close to molding. However, I used to get my hay at a pet store, and they have a ton of varieties and sizes to fit your needs. It's generally the most expensive way to buy hay. If you live nowhere near a feed store, though, this may be your only option.
Feed Stores: Many local feed stores will sell different varieties of hay for really cheap. The only problem is that it's sold by the bale - and often, you can't break down the bale. A 120lb bale of hay isn't easily stored. It would also go bad way before it was gone if you just have a single rabbit. It's still a good idea to look into it, because this is usually the best quality of hay you can find.
A Local Farmer: If you live in the country, this is also something to look into. Many farmers could sell you a few pounds of hay for very cheap if they grow hay or raise horses. Of course, if you live in the city, like me, this isn't an option.
Online: I buy my hay here but it's really expensive. I'm going to start buying at our feed store, but as of right now, we don't have anywhere to put 120lbs of hay! The Bunny Bytes hay is very fresh, because it's made in WA, but even though I'm so close to the facility, it still costs just as much as the hay to ship to my door.