I've looked around some and didn't see what I was looking for. I've never done a 3 gun, but have the chance to attend a match. It's nothing special, guy told me last time only like 9 people showed up, so it's a real small event. Anyway. When it comes to 3 gun and ammo, what is the consus? Cheap target ammo or better?

I currently have:
Colt 6920: Shoots the Monarch(Acdemy brand) great, shoots cheap Tula with no issue, I'm actually yet to have any issue, with any cheap ammo.
M&P 9mm: Shhots the Remington green and white 50 rnd and the Winchester red and whtie 50 rnd $17 boxes well. Yet to try anything else.

Don't own a shot gun yet, lookign for one for duck season and will use it as I will probably only do a few events a year, nothing major. Leaning towards the Remington 870 Magnum so I can take the 3.5 shells.

So with that said, what ammo do you prefer?

Some ranges will not let you shoot the bi-metal ammo (Tula, Wolf, etc).  Basically if a magnet sticks to the bullet, it is a no go.  It is hard on the steel, and will cause fires in the grass.

Get brass vs tula/wolf for the match, use the tula/wolf for practice.

WWB or Remington is ok for the match, just inspect it prior to loading it up.

Suggest that you look at a semi-auto vs a pump and look to add an extension tube to expand the capacity of the shotgun.  Buy good/high quality shotgun shells for the match.  Once you get your shotgun, you need to see what runs in it, some brands don't run in all guns.

Thanks for the suggestions, especially about the steel casing. I don't not like them but I don't like them either, I'm kinda neutral. I only buy them as a last resort. So I'll plan on sticking to the cheapest yet most effective brass.

As far as the 3.5" shells for 3 gun, yeah I don't think I'm that brave either. But I've got several hobbies most of which are expensive. I've also got a stay at home wife and two little girls. So needless to say most items I get I try to get to fill as many purposes as I can. The reason I want the option of the 3.5" is for primary hunting, and 3 gun second because I'll probably only do a few events a year.

In the continuing craziness, I like to look for ammo at www.gunbot.com.   I am going back and forth between Prvi Partizan 5.56 and PMC Bronze.   I am thinking about shooting Freedom munitions re-manufactured.   I have had good luck with their pistol ammo.

Not only does Freedom support the sport, but they have a veteran/LEO discount.

Many ranges or the match itself may limit your ammo choices, especially on shotgun.  
Typical is #7, 7.5 or 8 in birdshot.  I was using #6 but at least one place I shoot the range disallows it..

As already stated, use the Tula/Wolf for practice, and find a factory round your gun likes at the ranges you typically encounter, ideally one you can get in quantity.  For most 3 guns I've shot in, misses aren't generally down to 1MOA accuracy differences in ammo/rifle combinations, but better to find something your particular gun likes and you can get, moreso if you've got longer range shots frequently.

Eventually unless made of $, you're going to wind up reloading anyway.. ;)

I second the reload.  Use range brass and you can load for around $0.20 a round if you find the components at the right price.  I kno wthat won't work for a match next week but start looking in that direction.