Be absolutely sure to get salt marsh hay, not regular hay or straw which is full of weed seeds.

The farther you are from the shore, the less salt marsh hay is available to grab it when you see it.

Montgomery Place (local house museum with gardens)bought a bunch of salt marsh hay for mulch one year. The idea was that they would carefully remove it in the spring, and save it. That way they could rationalize the (large) expense in purchasing the stuff. While they did actually remove it and store it in a large pile, I'm not sure the pile ever did anything besides sit and decompose into expensive compost. The year they used it didn't turn out to be all that different from previous years when they did no winter mulching.

Montgomery Place is spectacular. With all those gorgeous trees, why didn't they just use something like oak leaves--free?