We use "Fresh Step" litter. It consistently gets the best reviews on Amazon, and we can buy it at Sam's Club in bulk.
There are other things you can do to reduce odor.
One is to use Kitty's WonderBox inside a plastic litter box. The WonderBox is made of compressed paper fibers and allows air circulation to the litter. We use a liner on the plastic litter pan and place the WonderBox in that, replacing the WonderBox every month. (Still need to clean the litter every day!)
I'm planning to try out litter sifters soon to make cleaning the litterbox even easier. Thes are a stack of about 30 flat sieves that you place in the box before adding litter (edges hanging out over pan). Every day you just lift the top sieve to get the bad stuff out and leave the good litter in.
Another thing we have started using is a "litter locker", which is basically a garbage can specifically for used litter that locks the odors away.
Yet another thing you can try is OdorZOut powder, placing it in the bottom of the litter pan before adding the litter. I haven't tried this yet, but it gets good reviews.
All of these things are available on Amazon; it's worth reading the reviews to see if they are something you want to try.
p.s. We used to use a closed litter box, but have switched to an open box with some of the above. I think an open box actually works better.