Mathew,
 
I had the EXACT same problem you did.....wanted to use wood pellets but
couldn't find ANYONE who carried it, including wood burning stove stores
[figure out that one].  And it was way too expensive to ship for it due to
the weight of wood pellets.  So, I gave up when I found this great pelleted
litter called Feline Pine Cat litter.  It's fairly reasonable and smells a
lot better than wood pellets.  It also lasts long, you only need to use a
little at a time.  I don't know if there is any downfalls on using it, but
I have 22 ferrets and have yet to have a problem.
 
I don't know if the ferret store carrys it, but I know you can get it at
Petco.
 
Good Luck on your search and take care,
 
Apryl
[Posted in FML issue 3294]