Presently, I use Fresh Step clumping litter. It's overall fine but I'm not very happy about the room being covered in litter dust. In addition, that's not great for my cats to breathe it in and lick it off themselves. I'd like to hear your opinions about other brands that you've tried.
I wish I could help you with the litter brand but our cat is toilet trained, so we've never really used any.
If there's so much concern, have you considered toilet-training your cats, too? I don't know how difficult it is to do with adult cats (we trained ours when he was a kitten) but perhaps that could be an option. That'd also save you some money.
How about silica gel cat litter? I've seen it in pet stores and it shouldn't be dusty as far as I understand. But I haven't tried it.