We've been using both CatSan and the Costco brand clumping and both are really good. The Costco brand is a bit dustier than the CatSan, but seems to last a bit longer (I change her litter once every two or so weeks) as well.
We use a covered litter tray and she has a mat outside her box and that helps with stray litter thats kicked out (she doesnt like the door on)