I bough a huge bag of
Grow!t Clay Pebbles . It's gone up in price a bit (I paid less than $30 at the time) but I'm not even half way through the bag and I have put
a lot of orchids in S/H since I bought it.
I'll be honest - I don't think it's spectacular at wicking but it's about as equivalent as the other brand I have tried and is functional. I counter it's poor wicking by growing moisture loving but shy root producers in shallower containers (primarily my Masdies). My Catts and Oncidiums aren't afraid to grow nice long roots and are doing fantastic in it.
I am experimenting with Hydroballs (from ZooMed) for the Masdevallia. It seems to wick better, but these are much finer in size and I wouldn't use them for big-rooted plants like Catts.