For practice and 3 gun matches ( steel knock down targets) I buy the birdshot they sell at Walmart, usually the #7.5 shot. Since your using it in a 870, you can get the 1 oz. loads.
The price for birdshot at SGAMMO didn't seem that good, $7 a box,it's cheaper at Walmart.
For buckshot and slugs get the low recoil loads, buy several different brands and see what shoots best in your gun.