I'm a much bigger proponent of SXS's than U/O's. However, most shotgun varieties are more suited to certain purposes. For clay sports, I prefer an U/O, both for the added weight and for the narrower sight picture. Single triggers make more sense for clays, whereas double triggers are much better for hunting.
The extra weight is important - it helps smooth out your swing and absorbs energy to reduce recoil. U/O's are built to withstand the pounding from thousands of rounds a year.
Good SxS's tend to be lighter and livelier - qualities that are highly desireable in the field, but less so for clay sports.
Tradex has some U/O's in good condition for very reasonable prices. There's 2 or 3 Baikals with good bores and chokes suitable for clays. These are solidly built guns that won't let you down, but they may not keep you happy in the long run. Baikal is not highly regarded by many, but not because of reliability issues or anything like that. More so because, to keep to the low price points, they've sacrificed weight and weight distribution characteristics and final fit and finish effort.
Most clay shooters eventually want removable chokes, better balance, and often times exchangeable trigger groups and higher quality wood and metal in general. Still, a low end U/O is a good way to get your "feet wet" in the sport. The initial investment is modest and you can get your money out of such guns later on (provided you don't pay too much at the outset), should you get serious about clays and want to move up to better equipment in the hope of improving by one or two hits per round.
One thing I would advise is that, whatever you choose, you stick to it. Changing from pumps to U/O's, and SXS's is a sure way to prevent yourself from ever developing a smooth swing and a good rhythm.