Pritty much any 00-buck shot load will do you fine. Remember, its a shotgun, not a pistol, ammo selection isn't that vital, and most of the boutique rounds at the end of the day are nothing more then your run of the mill unplated lead 00 buck in a fancy shot cup. Sure they will pattern better and fly farther, but in a typical HD scenario 30 FEET is probably the maximum range you will be shooting at, with averages being at 5-10 ft.
I'm personally a bit leery of #4 buck, as I heard that it might not penetrate to the 12" minimum. Thus, my preference is 00-buck. A deer and a thug weigh about the same, and 00-buck doesn't seem to have too much trouble putting the former down.
As others have also said, bird shot is for birds, buck and slug is for thugs. Anything that's going to do enough damage to a bad guy to get him to stop and reconsider his actions, is going to penetrate walls. There are no magic bullets or ray-guns. Practice often, and shoot with confidence.
Also, I stoke my Moss.500 with Winchester Super-X 9-pellet 00. Recoil is on par/touch less then a target loads, makes training much cheaper and easier.