If your puppy is consistently more interested in chewing your things than her bones, you may have a job ahead of you in redirecting chewing behavior. Be patient and persistent and you will find that she is able to learn what is appropriate for chewing, even though she would rather be chewing your things.
Nylon teething bones are on obvious first choice for teething puppies, as the ridges and bumps provide pleasant stimulation to irritated gums. Nylon chews should not be too hard, nor should they break away in clumps. Rather, tiny chips and slivers of nylon, small enough to pass through your dog's digestive system in small quantities, should slowly and gradually be chewed off.
Natural chews of all types are great, but avoid weight-bearing bones of large animals, which can be too hard and can chip your dog's teeth. Also be careful of antlers or horns, which can become sharp and injure clumsy puppies.