My experiences of cat litters so far!:
Clay-based (e.g. Thomas)
Positives - It's very cheap and easy to get hold of
Negatives - It's very dirty as it turns to mud when it's wet plus it's heavy and quite dusty.
Paper-based (e.g. Bob Martin's)
Positives - More expensive than clay but cheaper than wood-based, plus it's
light enough to sieve the pills out of it which saves a lot of litter
Negatives - It's a bit dirty as it sticks to things when it's wet, it's a bit dusty and because it's so light may blow around for those with outdoor buns
. Plus I think it smells more than the wood-based (the litter itself smells funny too!)
Wood-based (e.g. Wilko's - which is at least £1 cheaper than most places!)
Positives - Smells nice, isn't dusty and is very absorbent.
Negatives - Is the most expensive of the ones I've tried (though still not extortionate) and is hard to separate litter from pills.
I know some folks put hay in their litter trays - I only use a very small bit, otherwise she pees in her bed. None of the litters I've tried seem to have caused any problems, but I try and avoid anything too dusty as it's bad for her eyes.