We either use our own home made compost or mulch with leaves collected from our damson tree. In some ornamental flower beds we use bark as it is better looking than compost or decaying leaves!
In Germany, we had a lot of conifers in our garden and used the pine cones as a really beautiful and unusual mulch. It also helped keep our cat off the flower beds with expensive plants in, as he didn't like walking on the cones.