I posted this on another site, but it may be useful here too.
There is a lot of variability in Oil Dri, or so I'm told by those who have used it. Some bags hold up well. Others quickly turn to mush. Considering that the stuff is made to soak up oily messes, and not for bonsai, you're probably lucky when you get a good bag.
Better to stick for Turface which was originally made as an agricultural soil amendment -- though it is now much more often used as a sport field topsoil. Turface and its clones are sold in the USA under many different names.
You can find the nearest Turface dealer here:
http://turface.com/distributors
You can find the nearest Mule Mix dealer here:
http://www.mulemix.com/distributors.html
Home Depot, Wal-Mart, Lowes and many other garden supply stores sell Schultz products. Look for (or order) the Schultz Aquatic Plant Soil.
Terra-Green Pro's Choice is made by the same folks that make Oil-Dri, but it is a Turface clone and used for baseball infields. You can find dealers (via e-mail) and even get a sample, maybe, here:
http://www.proschoice1.com/contact.html
Click on the soil conditioner link at the top of the page to get more info on it.
There are other brand names. All are high-temperature baked clay. There also are other soil amendments that include other minerals, such as silicates, but IMO they're not as good for bonsai because they have less water retention.
Many people use simple kitty litter. That's OK, but I feel it is too fine-grained for bonsai soil.
Don't use the clump type or those with any perfume or deodorizers in them.
Note: Many of these products are sold only in North America as far as I know.