The febreeze commercials claim they are the best way...... I like opening a window.
I would guess it is coming from the floor. Do you have hardwoods, tile or carpet? Usually, cat odor is more difficult than dog.
Is the odor in the flooring or furniture? Are you able to detect where it is coming from? You need to find the source first. If it is the flooring you can try to have the carpets cleaned. If the urine has gone down to the pad you might have to replace the carpet, pad and you might have to treat the flooring under the pad.
I have friends who swear by this stuff:
There is a product that I love and I use when I Stage a smelly house. It works great in closets too. It is called Fresh Wave. It is a natural Odor neutralizer. I love that stuff! The website is www.fresh-wave.com. The box says it works for a variety of odors including pet odors.