In the 500 - 800 range, I would cruise the exchange for a nice used shotgun, but I'd go with a semi auto beretta 391. You can get a very nice one for that money.
If in the higher range of 1000 to 2500, you can get into some quite nice o/u shotguns, especially, again, on the exchange.
Get two - one for each of you for under 2 grand.
New, look at the Fabarms (there is a review by Claybuster on these).
A Winchester 101 with the cones opened up a bit would be a nice gun for around 1K, but probably no chokes, just fixed Full and Modified. It would work just fine for a lot of clay games, but not all.
Some of the Stoegers look nice, but IMHO do not last too long.
At the upper end of 2500 you could easily buy a new Beretta or Browning o/u with chokes. Lots of options for 2.5K!