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I like corn cob because it's way cheaper (50# for $25) and it's not as aggressive as walnut. You can forget about the cases and they won't suffer, and the corn cob does a better job of shining the cases (not that it matters).
Thanks for the replies guys - my source has corn cob for $20/50# cash and carry.
Walnut is available too but I'm not sure of the price.
PM if interested for the source - not sure if it's cool to post up here.
It keeps the dust down and absorbs a lot of the residue - allowing the media to last longer. A capful of NuFinish car polish every other run helps too.