If the cost of kitty litter seems too high for you, or if you prefer to be self-reliant, then you might want to make your own kitty litter. One simple way to do this is to shred junk mail using a shredder. Then dump the shredded paper into a litter box.
Another option is to use wood shavings or sawdust. Toss in some baking soda to cut down on the odor and you have homemade kitty litter. Now you just have to hope your cat will actually use it.