This past weekend I got to see all of them in action.
They all worked pretty well out of a standard Remmy 870. The screamers always worked and sounded like a bottle rocket going off (without the boom at the end of its flight).
The dragon's breath was cool, but be aware that it is a major fire hazard! It will catch stuff on fire, even if you are careful, and it sprays a lot!
The birdbombs also worked well, except my buddy had two not explode after being fired. Another safety tip: the little explosive M80 thing that is fired will bounce back at you if it hits a hard backstop. I know, because my wonderful friend decided to shoot it at an upright picnic table. I was not anywhere near it but let me just tell you it looked like this [grenade] minus him exploding.
I don't know if its legal or what, but he had them and shot a bunch of them all weekend.