Hello,  I'm not exactly sure what to buy for shells.  I own an 870 Police magnum but am not only concerned with HD but would eventually like to hunt (with a different shotgun of course).  The problem is is that I don't know what application each type of shotgun shell should be used for.  For example what do you use #4 bird shot for?  Is it just for small birds or can you shoot water foul with it as well?  What would you use for squirl?   What about deer?  See what I mean.  I have no clue.  

And then, what is the tactical application of each load?  I know this is alot to get into but if someone could provide a link or reference that might be able to help me out I'd very much appreciate it.

THanks

00 buck and slugs all you need

one of many links that had decent info on what shot size to use for what game