I went through this earlier this fall when I choked on the price of slugs for practice. (took up deer hunting again this fall)
There are guys who'll sell you cast slugs or you can do it yourself. For my usage I picked up a Lyman 525 Grain mold that uses standard shotgun shell wads as a sabot. The mold came with load data that specified Hull/Wad/Powder Charge. It's not like loading for brass cartridges . .you basically use their recipe and you're done.
The cheapest way to create the loads (that i could find) was to pick up a Lee "Load All". I think I got it on sale for $35 . .add wads, 209 primers and powder and you're in business. (loaded up 200 over christmas so I can practice next year for deer season . . .I was pretty tickled this year in that my first shot cut the buck's heart in half!)
Have a good one,
Dave