I use the wooden pellets, and they are all similar in some ways, but not others. The important thing is the cats don't notice in the slightest which one you use. They all smell the same and have a similar size/texture and having used about three or four different brands I can honestly say the cats cannot tell the difference. However, the two brands I have used the most - Bob Martin from Asda and Beauticat from Sainsburys seem quite different.
I started with Beauticat, which must be compressed more or something as it stays in pellet form well unless it gets wet. However, my cats are diggers and tend to get the pellets out of the box. Bob Martin goes to sawdust more (it isn't just getting it wet that causes this - I think its just standing on it!) and I noticed much fewer pellets on the kitchen floor. It also seems to last longer (probably as you can't scoop all the sawdust as its not all used sawdust). However, we have now noticed the dust gets picked up and tracked around the house more. So, we are going back to Beauticat!