Avoid the Winchesters. I've had a lot of trouble with them being sized wrong and jamming even a pump gun.
Federals seem to be the highest-pressure rounds; they cycle my 3" 1100 pretty reliably even though they're not supposed to. They feed a lot better than the Winchesters.
Remingtons are a bit softer-shooting, and the best-feeding rounds in my experience (except for the 3" autoloader). They hulls are good for a lot of reloads, and they're compatible with a reloader that's set up for STS hulls. I reload them with STS shot, various quality wads, and Winchester primers, and they shoot like high-end loads.
My personal, prejudiced opinion:
If you have a finicky autoloader that wants a harder-shooting round to cycle properly, get the Federals. Some people do reload them; others say "don't." My Mec is set up for Remington hulls which are excellent for reloading, and it's a bit of a PITA to change.
If you have a gun with a tight chamber like my 870, and/or want softer recoil, or you reload, get the Remingtons. They seem to be sized best, and reload best.
If you don't reload, and the other stuff doesn't apply, get either Remington or Federal, depending on whether Wally World has the loads in stock that you want. Just don't get the Winchesters unless you have a break-action gun with a loose chamber. My BT-99 doesn't give a crap WHAT I stuff into it, for example.
Oh, and get a box or two of the heavy dove loads. If the doves are too hard to ground with the bulk stuff, maybe another few FPS will help. But I don't think doves are worth a few more bucks a box unless you're having trouble that day with them. If a .410 or 28 works fine, and they do in the right hands, anything in 12 should work.