I get Feline Pine at Target (~$8), it's about 2/3 the price of PetSmart (~$12) for the big bags.

They also recently created a new "clumping" formula that isn't pellets, and I'm trying that this week because someone has decided her dainty little paws can't stand on the pellets when she poops (though it's ok for when she pees? I don't get it).