I had tried many litters for many years, and in short, there was always at least one thing I didn't like about them.
I have now gotten a littermaid, and well worth the money I think. It allows me to only have to have 1 litter box in my home for 3 cats, I don't have to scoop anymore, the mechanical scooping and the cover tent cuts down on smell and dust, so it works well with any clumping litter, from the cheapist to the most expensive.
Every cat litter will work differently for each cat, much like diets can work or not work for certian individuals.
But the ones I seemed to buy more often then not.
Pappur (soft round paper litter clumping & non, very cheap)
OdorZout (clumping, not sure what it's made of, but I don't believe it is clay)
Scoop Away + Crystals (scooping and made of clay)