I've used ReptiChip, and all the other names that are technically ReptiChip but under a different name. The chunks are a little bigger. I've also use Reptile Prime, which I technically like but costs too much compared to ReptiChip.
If you don't mind aesthetics, just plain paper works good too. Cheap and easy to replace. But the ReptiChip is much better for humidity which you need for your ball.
In terms of how long to go before changing? Really depends. I spot clean when I see poop or urates. And, I do a full clean with complete substrate replaced once month (yes, sometimes due to time it'll be longer than a month). I don't do it, but I'm sure you can get away with a complete substrate replacement only a few times a year if youaintaim spot cleaning. Others may disagree.
If the substrate gets dirty enough, it WILL start smelling.
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