There's an article that has just been updated on Harry Harrington's excellent site :
http://www.bonsai4me.com/Basics/Basicscatlitter.htm
Not
all cat litter products are suitable for use as bonsai soil, but some seem to work fine.
Anyway, we have the opportunity to buy pumice and pozzolane (3-5 mm) for 5€ / 30 litres, and composted pine bark for 3.50 € / 30 litres from a local company, even people from Belgium comme here, fill up the van, and bring it back to their club, so...
(I'm even thinking of switching from cat litter to pumice for my cat, it would save me money... ;°) )