RE: Steel Shot
If you have a modern 870, with the Rem Choke system, you are good to go. I would shoot IC or nothing tighter than Mod. They do make some full tubes that are steel approved (and so marked), but I personally have not found them to be of much use.
If you have an older 870 that is bored, or has fixed constriction, then I would not shoot steel out of it PERIOD! You will need either Kent TM (which just went away), or Bismuth.