Cat litter recommendations?

I adopted my first two cats at the end of August and I'm not thrilled with the cat litter I've used so far. The first one I tried was Cedar-riffic. It's a natural cedar litter. Unless there was solid waste, I couldn't tell whether it was soiled or not, and even if I could tell, I wasn't able to get the soiled bits out neatly. I ended up throwing out all of it every time I cleaned the cat box. It just seemed wasteful.

The next I used was Special Kitty clumping clay litter. It was great that I could easily remove the urine clumps, but it did nothing for the poop smell, so I switched to Arm & Hammer Double Duty clumping clay litter. I like this one best of all, but I'm not completely satisfied. It's so perfumey, and I can still smell the cat poop odor. I also put down baking soda in the pan every time I scoop, but it doesn't help enough.

I plan on toilet training my cats, but not till the spring so I'll need something in the mean time.

What are some of your litter suggestions? I want something that will neutralize the odor, without being too heavily perfumed, and something that clumps so that I don't have to waste too much.