There are numerous litter-products on the market.
If you have enough time and money you can try whatever you like.
For me, the best litter is still the cheapest, plain softwood shavings.
Those are easy to handle and to dispose (by the way also bio-degradable).
Other litter-products are for example: litter from corn (rough or fine), straw, pellets from straw, pressed pellets from wood shavings. Chinchilla-sand can also be used - if you can afford it in this dimensions.
If you use straw as litter, you will have to clean the cage more often, because the animals like to also eat that.
As padding you can use old newspapers, but only as long as your pet doesn't dig them up and eat them, because the ink on the paper is poisonous.
ALLERGIES: If your animal gets scrubs on the sole of it's feet, it might be allergic to the litter you use. Try something else then. If it still doesn't get better with a different product please go to see a vet.
TIP: Like with the cages it might also be cheaper to buy the litter in a home improvement store instead of a pet shop. Also you should think about buying bigger bags, you can save money here, too.