Ho-boy! Do I know what you're talking about! I find it extremely difficult to keep up with the odor my boys produce! It comes from the places where they pee (which is all over their levels, never in their litterpans, and then they sleep in them!), not so much themselves. I found that their coats are less greasy since I've cut back on the number of Harlan Teklad blocks I put in and had them eat more of the Oxbow regal rat. They eat all the HT blocks, then they're left with the Oxbow, so more often than not they eat that before the day is out.
I have plastic trays in their cage (they're the marchioro ferret cage trays, if anyone knows of them), and while they do get smelly, I wash them nightly with a water/vinegar solution, and every three or so days put them in the tub and scrub them down.
But it never fails, just hours after cleaning the boys, the cage starts to reek again. My mother has threatened to have me get rid of them if they continue to stink, but I really am at a loss as to what else to do!