With a single canary I doubt that you'll have an issue no matter what you choose to line the cage with!
Generally people will use newspaper as it's easily accessible, cheap, nontoxic, and absorbent. I prefer butcher's paper with my large cages or the back of large (discount rack) desk calendar paper sheets for my smaller cages. Many people will also use paper towels for small cages. Blank sheets are easier to monitor dropping quality on!
Personally I'd stay away from bedding like corn cob, pine pellets or otherwise unless you have a larger bird with really wet droppings! For me personally it's EXTREMELY helpful for those birds, though seems to be more trouble than its worth otherwise! This is mostly due to the upkeep, difficulty to fully remove food items, and trapping dust that comes with that bedding.
hope this helps!
