There would be no reason for you to start with different shells other than turkey loads unless you had a scope that had to sighted in. I would start at 20 yards and go back 10 yards everytime, until you get to the point where you don't have enough bb's in the kill zone.
Set up your target the same way you would set up for sighting in a rifle or shotgun. Have your gun on a rest so you can truly see where the gun hits.