We use the wood pellet litter and now that Dover District Council won't take the resulting sawdust in our garden waste we are composting some and burning the rest with our confidential waste.
Mum got a metal incinerator from Argos and it really is a great thing, every few weeks we have a burn up, is a great way of getting rid of old receipts and bank statements as well as anything your refuse collectors won't take.
The wood pellets from ASDA are good as they are small compared to the Pets At Home ones which really are quite large and the cats aren't too thrilled with them until they break down a bit. I find the wood stuff to be so absorbent and it cust down on odours as well as being biodegradable.