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Find a trap and skeet range, and see if they have any loner shotguns you can try. Call any of your hunting buddies, and see if they have a shotgun you could try. You really have to try them out to getthe feel for them.
Personaly, I'd recomend the 870. When I was looking at my first shotgun, I checked out pretty much all of them, Winchesters, Brownings, Benelli's, Mossbergs, Baikals, and Charles Dailys. I can't remember what my exact reasoning was behind the 870, but I'm really, REALLY glad that was what I eventually got. I think any of the entry level pumps (Rem 870, Moss 500, Benelli Nova, Winchester... I can't remember the model, I think it was called the Ranger) will serve pretty well, but I really like the 870. It shoots pretty well, and is not that hard to clean.
I'd recomend a pump gun over an O/U. The O/U is lighter, so it will carry easier in the field, and it will probably handle a little easier, but I don't find the pump guns to be too heavy or unwieldly, and I like the added weight to help with recoil control. If you're only ever going to use it for bird hunting, a O/U would definately work, but if you want to do anything else, the pump guns are - In My Opinion - more versatile. I haven't had a chance to test it yet, but I've heard that single barrel shotguns are better with slugs, which would be a good thing if you ever decide to use it as a deer gun.
Another great thing about the pump guns is that its not that hard to find barrels and swap them out - I'll admit, I haven't been looking for O/U barrels, and I've never dissasembled an O/U, but the 870 is pretty easy to take the barrel off - so if you ever decide you want to try one of the action shooting sports, or you want a home defence gun, you can just throw a shorter barrel on the gun.
Really, it all boils down to personal preferance. I like pump shotguns. They are less expensive and more versatile then the O/Us and SXSs. The Benelli's are really good guns too, so I have a feeling whatever you choose should work pretty well.
My one word of caution: Not to nock the Baikal and Kahn shotguns, but I've heard that since they come over from Russia and Turkey, if they have a problem, getting parts might be a pain. On the flipside, I'm pretty sure most gunsmiths would be able to work on an 870.
Chris "the Kayak-Man" Johnson