I'd second curtmg's recommendation to get the RPAL. I only did my PAL and now I'm having to run around tracking down somebody to take my RPAL course from. Save yourself the time and do both.
As for what gun to buy, it depends on what you want to do with it. If you just want to shoot clays, then you might want to get a specialized clays gun. Those tend to be expensive, though, and are not necessarily the best things for hunting or zombie defence purposes

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If you're not sure, and want one gun to do it all, you might want to go for a Remington 870 or a Mossberg 5xx pump action, in twelve-gauge. They're inexpensive, reliable, can digest a wide variety of ammunition, and can be used on anything from clay pigeons to grouse to deer to grizzlies. If I could only keep one gun to do everything, I'd keep a pump twelve-gauge.
870's reportedly have stronger receivers, Mossbergs the better ergonomics. As with any mass-market product, you'll get lemons from either manufacturer. Each manufacturer makes a range of models, and there are plenty of accessories available for each, although there are more tacticool/anti-zombie accessories for the 870 due to its high penetration of the law enforcement market.
A lot of Remingtons and Mossbergs (but not all) come with barrels threaded for interchangeable choke tubes, which allow you to adjust the gun's shot pattern to fit what you are doing (wide, wide open for trap and skeet), tightly choked for turkey hunting.
Remington has an excellent brochure on shotgun basics here: h ttp://www.remington.com/pdfs/shotgun.pdf
It is well worth the read.