RE: shotguns
None of the older fixed full choke barrels for the Wingmaster can shoot steel shot. You'll need a newer barrel which accepts screw in chokes.
A new barrel retails for about $235 or so unless you find a deal. I found one last month in Cabelas Bargain Cave with a torn box but otherwise perfect, for $115. Make sure you get the Wingmaster version and not the one for the cheaper Express.