Here's a great site on
pellet comparisons. Personally, I feed the
Sherwood Forest M/S formula (only available online) and LOVE it - I think it's one of the healthiest out there (the concentrated nutrition formula, though, doesn't have the right balance to be good for house rabbits). Mind you, that info is primarily for altered, indoor bunnies - if your bunny lives outside, then you'll probably want to feed a pellet with around 18% protein instead of 12-14%. As a note, if you switch pellet brands, then you need to make a gradual transition (or if you're out of the original pellets, you need to introduce the new kind very slowly). Changing hay, however, does NOT require a transition as long as you're going from one grass hay to another (as opposed to introducing alfalfa to a baby or pregnant/nursing doe).
ANY "horse quality" grass hay is suitable for rabbits (the stuff they feed cows is allowed to have mildew or something in it that would make a horse or rabbit very sick)... though with "cereal" type hays like oat, wheat, rye, etc. you need to pick out the seed heads (oats or w/e) before feeding them as the extra carbs and calories are unhealthy for bunnies. Any livestock supply store or feed store that isn't exclusively for chickens and smaller animals (which is rare, but I encountered one here in Houston) should have bales of hay. Just make sure you get a grass hay and not a legume hay like alfalfa or clover. As long as you keep it clean, dry and insect free, you can store a bale for a year or more - it's by FAR the most cost-effective way to feed a bunny!