ORIGINAL: bigangrychicken
Put a piece of tin at about 40 yds. Shoot it with lead and Hevi-shot. The lead will stick in the tin. The Hevi-shot will blow right on through. You can kill them with lead, but you can kill them farther with Hevi-shot.
I did the same test except I used masonite. My test was Winchester 3" mag's 2 oz. of #5 lead vs. Heavy shot 1 5/8 oz. #6. In my gun the lead gave me both better patterns and penetration. For me the lead is cheaper and works as well.