Bad Stuff...
There are some things that you really should avoid... The packaging of many
substrates claim that they are completely digestible. However, please be very
wary of claims from the manufacturers of these products! Unlike products for
human consumption or use, the safety of products used for our pets is under
no such regulation.
Heat rocks: Most reptiles, and Bearded Dragons, have their
heat receptors on their backs, not their tummies. In the wild they may sit
on a hot rock, pavement, or sand- but it will eventually cool as their body
shades it. Prolonged exposure to even moderately high temperatures through
their underside can cause burns or internal organ damage (cooking) It may
not happen right away, but it has happened frequently. Do not use under belly
electrical heat sources. Even if they work fine at first, and do not damage
your reptile, I have noticed that they often get hotter as time goes by. Don't
risk it. There are one or two products that only heat a few degree's above
room temperature, these can be used with caution at night if the cage temperature
drops too low, but avoid all under belly heat sources that hold a steady higher
temperature.

Calcium Sand: Nothing that encourages ingestion is good
flooring. Avoid calcium sand! Sometimes dragons will resort to eating this,
because their bodies are telling them they're getting nutrients from it, and
too much will cause impaction. Give them the calcium they need through
their food, not the stuff they walk and poop on.

Ground Walnut Shells: These will rip up your
dragons intestinal wall, regardless of what the packaging says. I know of
several deaths due to this product, my first dragon included. A necropsy report
by the vet noticed damage to the intestinal lining caused by these, which
were in her poo but not causing blockage. The rips made it difficult for her
to absorb water which eventually led to her death. Here
is an autopsy of another dragon that died because of this supposedly safe
substrate. In this case it was impaction.

Soil, Wood Shavings, Bark: Sure dragons may
encounter dirt and bark in the wild, but when they're stuck in a cage with
it they're more likely to ingest it with food. Avoid the risk, go with something
you know they can pass through their digestive system.

Beach Sand: When I lived in Florida I thought
it would be cool, and cheap, to use beach sand. Then I got chewed out by my
vet. Beach sand clumps too easily, at least if it's from the Gulf and Atlantic,
so it's really bad to use in a bearded dragon cage. Even a little, if ingested,
can cause impaction. All sand is NOT the same though, but as a rule, don't
use beach sand unless you can ask an experienced herp vet or breeder if the
sand in your area is safe.

Pebbles and Small Rocks: This should be self-explanatory.
Anything small enough to fit in your dragons mouth can be ingested. If it
is not digestible, or if it's sharp, it can cause serious problems. If you
use rocks in your dragons enclosure, make sure nothing is smaller than its
head.