We found the litter that is the most wallet and nose friendly to be the pine pellets from Tractor Supply (Pelletized Bedding for Horses and Small Animals).
We recommend a high protein kibble diet, or a freeze-dried-raw (FDR) diet.
We feed ferrets in our care a mix of the following (25% of each):
Stella & Chewy's Freeze Dried Raw plus kibble mix from about ground up using a coffee bean grinder. We feed one heaping spoon of the dry mix daily, mixed with warm water.
For the safety of your ferret, we suggest a dedicated play room. If you can not dedicate an entire room, here is an option to portion off a room in a safe manner.
For play pens, shown in the video above is a panel system similar this this. Make sure that all panels are zip-tied at every corner and middle to prevent injuries.
Another option is from Clearly Loved Pets.