BTW, this should be in Shotguns
Assuming you are really shooting the game skeet (and not just clays in general, sometimes people confuse them)
Skeet is a very close game. the longest shot is 24 yards away (low 6 or high 2). The closest is about 4 feet (low 8).
You want wide open chokes. cylinder or skeet (similar, almost the same)
and you want lots of pellets.
#9's work the best
#8's are 2nd best (and a lot easier to find)
#7.5's don't work so well on skeet, but they work great on trap. #8's work great on trap too. #8's are about the best all around for close and longer shots. They'll break rabbits too.
Get the 12ga 1oz load. Estate #8LSI's about $4 currently (ugh, no inflation my butt) at Sportsman Warehouse, Gander, everywhere. Low recoil loads, you need no mroe than 1oz and your shoulder will thank you. AA's and STS's are great shells, but they cost like 6+ dollars a box and you won't notice any difference on your first time out.
Again, this should be in shotguns, but luckily I'm a freak.
so, #8 shot, 1oz load, 12ga
oh, and have a good time, it's a hoot. (beware, it's addictive)