RE: How to set up my new gun
Good shotty choice. The constriction of your choke (.665) is one that I've found to work well with both the 1187 and 870 Remingtons.
The Rhino / Nitro combo is nice, but doesn't come cheap. I'd pattern your setup as is with Hevi-shot ammo and it will be a great turkey stopper. Your gun probably won't come with a rear sight, so I'd install one that was both windage and elevation adjustable.
As far as shells, I've shot the new Remington Hevi's (#5 and #6), along with the Winchester Xtended range Hevi's (same shot sizes), and found that the Winchester shot shells simply pattern better out to 40 yards.
My hunting partner has the Rhino / Nitro combo for both his and his son's turkey guns... the results are amazing. The .655 will most likely prefer 3" shells, while the .665 has shown more promise with the 3.5" thumpers.