As I know cost is a factor with this stuff, I have heard a few people use cherry hulls. There is a place online that sells them as well as ebay. They aren't cheap but I do wonder what the smell (or should I say aroma) is when heated. Might be good!!! I think the cat litter would eventually emit a little dust through the fabric.
As I am a coffee nut, I am going to start saving my coffee grounds and try that out!