Blue Cloud is the best chinchilla dust you can use. Chinchillas need to take dry dust baths to keep their fur clean and looking beautiful. You do not give a chinchilla a regular soap and water bath (unless in an extreme emergency, which is rare). Their natural habitat in the Andes Mountains is very cool with low humidity and the chins roll around in the natural volcanic ash and sand to keep their fur healthy. Their fur is very dense (60 to 80 hairs per follicle) and the fine bath dust can penetrate all the way to the skin. This also prevents excess oil build up on the fur which will give your chin a greasy look and the fur starts to separate and clump, rather than having the beautiful smooth satin and fluffy texture it should have.
When a chin takes a bath you will have a fine powdery cloud in the air, which will coat everything that is around. Keep this in mind if this would be your first chin because if you are a neat freak and would not want to have any mess ever, a chin is not for you. Also, many people have allergies to chinchillas which often has a lot to do with the dust they must use.
You should give your chin a dust bath 2-3 times a week. When I give our chins a bath, I put the bowl on the bottom level in the cage for 10-15 minutes. Then I remove the bath house. Any chin is done taking a bath in that amount of time. You do not want to leave the dust bath in the cage all the time. Leaving the bath in the cage results in many chins sitting in it at length and their feet can dry out from the dust and actually develop cracks in them.
Your chin will poop in his dust bath and some will urinate also. Try to clean out any poops, but if there is a couple in there it's not the end of the world. Urine however needs to be removed as bacteria can form. If you can spot clean do so, as urine clumps in the dust. If you can't spot clean, then the entire bath must be changed. Do not be surprised if your chin eats some of the bathing dust. I'm not sure if it is the taste, texture or some natural instinct why they do this. Not all chins do it and we have never had any chin become sick from taking a slight nibble, so don't worry. You will add a small amount of dust to keep it at a level for the chin to take a good bath, about 1/2" - 1".
Other brands of bathing dust are Blue Sparkle which I have never used before, but hear it is a good dust and leaves your chin with a slight shimmered look. Personally, I don't think a chin should shimmer. I had used Kaytee years ago and thought our chins looked good (not as great as Blue Cloud). I still think Kaytee is a decent brand and is available at most pet supply stores, but it is pricey. There are several other brands at pet stores that I do not recommend or feel are worth your time or money. You can tell the difference in your chin's fur with the Blue Cloud versus any other brand. I believe it is worth using over all other brands.
DO NOT use scented chinchilla bath dust! This product is a gimmick and not realistic or healthy for your chinchilla. There should be no added scent to the bath dust you use because it is not only unnecessary, but can cause respiratory problems for your chin. Chinchillas do not have a bad odor unless you have them living in unsanitary conditions, which of course I hope you would not allow. I contacted the company who makes these scented dusts a while back because the ingredients listed were so vague. There is nothing natural about their product and in my opinion it should be taken off the market.
Super Pet also makes chinchilla bath sand. This is not recommended because it can be rough on your chin's fur and is not fine enough to do a really good job.
When it comes to giving your chin a dust bath, there are many different things you can use to put the dust in. Make sure that it is large enough for your chin to be able to roll around freely. You can use a glass or metal baking pan. A glass fish bowl (barrel type) can also be used. One of our favorite bowls to use is a 5 quart stainless steel dog food bowl. Keep in mind that any time you use an open bowl more dust will be in the air. You can buy the plastic bath houses that many stores have. These are ok to use as long as you only have a single chin and make sure your chin does not chew it. A chin will roll around to take his bath and if he starts to nibble the plastic bath house, you know he is done and you need to take the bath out of the cage. There is also a chinchilla bath that is ceramic and in the shape of a chinchilla. These are very cute, BUT are way too small for a chinchilla to take a dust bath in. If you really want to get one of these for your chin, use it for his hay (as shown above) or just leave it empty because many chins like to just hang out in them. No matter what you decide to use for a dusting bowl, make sure it will fit in the door of the cage. You do not want to leave it in the cage all the time. Only put it in the cage when your chin will be bathing.
Some chins will not use a bath house, but want an open bowl for their bath. If you have more than one chin who will be bathing at the same time, a long baking pan would be your best bet so the chins will have plenty of room. No one wants to wait to take their bath and two chins will not fit comfortably in a bath house. A 9" x 13" baking pan is perfect for two or more chins to take a bath and even the 5qt stainless bowl works well for two.