Jnyiri, a SxS for the uplands, the ecstasy - or the agony! Not all SxS's were/are created for upland game shooting. For example many American SxS's were built as fowling pieces and can be a right royal pain to haul around through the hills and valleys. Good guns, but not upland guns, even in a sub gauge.
Of the gauges you list I would avoid the .410 as a first SxS. Its range and general usefulness is limited. The choice of 20 vs. 28 gauge may depend on the game you hunt (eg. ruffed grouse vs. wild pheasant) and your willingness to hunt for shells. Most probably it will be defined by which gun you find.
A caveat which applies to SxS's in smaller gauges is this: In many cases all that is changed from the 12 gauge version are the barrels, leaving you with a gun that has all the weight and handling speed of a 12 gauge but with 20 gauge barrels - why bother? Compare a Stevens 311 in 12 and 20 gauge and you will see what I mean.
The whole point of a SxS upland gun is to have the weight, balance and handling to go with the fast, instinctive shooting style required for upland birds. Just putting the barrels beside each other does not automatically give you those traits. The whole gun must be designed and built for the purpose.
In a sub gauge gun this means you are looking for a frame scaled (proportioned) to the gauge, and nicely struck thin walled barrels to go with it. Modern, currently produced SxS's (such as the CZ Turkish made guns) are available with nicely scaled frames, but many employ thick walled barrels and choke tubes which add weight where you do not want it. In the smallest gauges you can get away with this, but by the time you reach 20 gauge the effects are noticeable.
There are some sub gauge SxS's available on the used market which make very nice upland guns, but you usually have to search around a bit. An English boxlock non ejector in 20 gauge is nearly perfect but can be hard to find and a little pricey. Less expensive and easier to find are the Basque (Spanish) boxlocks - but beware! The Basques have built some of the best game guns available, but also some of the worst. A safer bet is a Basque sidelock from one of the better known makers, but the price starts getting up there again. The Italians Germans, French and even the Belgians have also produced good upland guns, finding a good sub gauge example will take time.
Another important consideration is gun fit. With a fast, instinctive shooting style proper gun fit is critical. Be prepared to play around a bit with pads and the comb - the effort is worth it. This means finding a gun with reasonably good fit in the first place - not always so easy in a sub gauge gun. The British, for instance, viewed the 20 and 28 gauges as youth's or women's guns and most were built with small stocks. Trying to locate one with a man sized stock takes perseverance.
There are few greater joys than roaming the uplands with a lightweight, finely balanced sub gauge gun that fits you. Trudging around with an overweight, poorly balanced club of a SxS is less fun, even if it is a sub gauge gun.
The best advice anyone can give you is to A) define exactly what you want, and B) be very patient while looking for it. Settling for less is a sure way to disappointment.
Sharptail