You are using the exact combination I am using ( Rem. 870, jellyhead, 3 1/2 inch 5 shot) I use hevi shot. It's heavier than lead. At close ranges it probably doesn't matter that much, but a longer ranges I would much rather have the hevi shot. I will never go back to lead. That's just my opinion. Copper plated is lead. It's just lead covered with copper. Not much different than just straight lead. You are going to get different opinions on the subject. Just try them all out and see what is best for you. I can promise you though, you can't go wrong using hevi shot. The combo I use has been deadly for me.