The best litter boxes are the clear plastic totes that are about 16" x 22" x 15"h. Some cats (esp male) like to stand to pee, and they shoot it right over the edge of regular boxes, but not with these. If you have a small or old cat, you can carefully cut a hole in the wide for access, BUT make it as high as you can, or the litter gets kicked out. TIP: to cut a hole, set the empty box in the sun before cutting, and the plastic will warm and soften a bit, lessening the chance of a crack, which can happen when the box is cool/cold. Never mind how I know that.......
If you want to change over to pellets (originally used for horse stalls), be sure to check that they don't use any chemicals. And look for the smallest ones you can find. Eagle Valley Bedding (WA) is a good one, as the chips are mostly broken. They are very good for absorbing odor. About $6 for 35 lbs.
If you're planning on changing from clay litters to pellets, I would advise that you do it gradually. Yes, it's a nuisance, but cats are creatures of habit, and many will relieve themselves outside the box rather then use something new with a different odor and texture. Start with one-quarter pellets to litter, then half, then three-quarters. When wet, they will break down into sawdust, so keep a smallish, flat-bladed shovel type of scooper handy (no perforations).
Re: the warning about FloorDry above -- Floor Dry is 100% Diatomaceous Earth (a natural product), completely non-toxic in itself, and is not treated with any chemicals.
http://www.spillsupply.com/Floor_Dry.html Depending on where you buy it, a 6-gallon bag usually costs less than $10, and it absorbs 2 to 3 times more than clay pellets.