Some people have had problems with the clumping varieties of litter,
due to some ferrets' habits of sniffing at their litter corners or
dragging their rumps across the litter when done using it.  The litter
can get into their noses or rectums, where it clumps and causes
problems.  You may not want to take the chance.

Likewise, cedar shavings are not recommended, for the same reasons
that they don't make good bedding [6.5].

Other than that, any kind of litter meant for cats is okay for
ferrets.  You and your ferret may prefer one to another, since they
all control or cover odors differently, track more or less dust, cost
more or less, and so forth.  Many people favor pelleted wood litters
(or wood stove pellets, available inexpensively at many large hardware
stores).  Others even use alfalfa pellets (rabbit food), which are
often cheaper than cat litter but generally don't cover odor as well.
If your pet is used to one and you switch, it may take a while for him
to connect the scent of the new litter with where he's supposed to go.
(Also see the information on litter training [7.2].)