None of the above. Paper straws get soggy and gross. Plastic straws are bad for the environment. Metal straws can kill you if you're unlucky. I've never even heard of hay straws.
y'know, i was wondering. why don't they make metal straws out of a foil-type thing. Maybe as thick as a soda can. Maybe a little thicker than that. I mean, if it were telescoping, I'd think it'd be strong enough folded up to not get crushed.