We don't have a cat but we had guinea pigs and currently have a rabbit. If you thought cats smelled bad, you should have guinea pigs and rabbits! For the tray under their cage (where the poop falls) we put "Feline Pine" pellets. You can find it at WalMart and it isn't horribly expensive. I have found this to be the absolute best at controlling odors - and because the cage is in by DD's bedroom, this is very important.
Cookie, Thanks for mentioning the Feline Pine. I like the website and some reviews. Can you smell the clean litter? Is it horrid? I am going to buy a small bag and see if I like it. I like the no dust factor.