I've used Feline Fresh Pine Pellets and was very happy with the results, my mum is currently using the Feline Fresh Pine Clumping and is also happy with it. I can't compare to a shavings type I've not used one
It is not necessary but is recommended especially for fussy cats, to layer the bottom of the pan w/the new and put the old stuff on top, that way when the cat digs they find the new stuff @ the bottom & it's not as much of a texture shock compared to a full switch. If you have more than one box you could try a box with just the new stuff & see how they react.
Here are 2 threads you may be interested to read
Feline Fresh Clumping Pine Litter. &
Kitty Litter Question