I have used a litter box multiple times. I start as soon as I start on solid foods. There is still a little mess from the pellets as they degrade but it is somewhat contained. The most important thing is to get it big enough for the number of pups that you have. In my last litter they where in the house more often and longer then would of liked because of the weather so needed a bigger box but didn't have the room for it. This ment that it was a little more mess especially in the mornings. Found that if they seem to start going other places once they have the hang of it then the box is either too small or just needs to be cleaned more often. But over all love the litter box and wont do any other way till something better comes along.
I'm talking horse stall pine pellets from Tractor Supply. Not sure what the others mean. I like the horse stall pine pellets (don't get hardwood, they don't smell fresh). However, the pine horse pellets do have a little residue which sticks to pups' feet. I have a cut off milk jug which I use to sprinkle clean pellets over the waste. Everything stays smelling nice. The used, soaked pellets are great for the garden.
I prefer wood shavings and using a little "potty room" connected by a threshold to your puppy box. It acts as a letterbox of sorts, and the shavings keep the smell to a minimum and there is no danger of them ingesting some of the pellet type things people are using in puppy boxes of late
