I experimented with challengers, federal, winchester and remington. (only at the range)
Overall the best for your money is winchester. Remington strangely needs a tighter choke to work for some reason, even in a Remington cylinder bore for an 870.

Challengers are okay but the availability is spotty at best (around here anyways). Federal are pretty much tied with winchester, but I think the winchesters are slightly more accurate. If you want something that will throw a #### into a t-rex at close range, get some federal 3" magnums 1-1/4oz, they are shoulder killers. I stick with the 2-3/4" winchesters by the way.
If you want to reload, check out Ed Hubels endless 12 gauge from hell thread. All kinds of novel ideas for 12 gauge slug loads there.