[Cleo]

Can I use straw or hay??

If so which is better?

[Yorkie]

I personally wouldn't use either on paths, they will rot down and potentially become slimy.  They will also harbour slugs for your plants on the rest of the plot

[Trillium]

I personally use straw. After a good rain its packed down and is just fine. But if you get loads of rain it could become mushy. Never ever use hay as its full of legume seeds which will happily sprout and create more work to pull out, and if you don't, they'll soon overwhelm your veg plants. Been there, done that 
As for slug havens, there are worse things to harbor them. When you walk the straw path often you'll be squashing them without realizing it.

[Yorkie]

  Thanks for that Trillium, I've learnt something tonight 

(Take Trill's advice and not mine Cleo, she knows far more about this than I do  )