If your shotgun has removable choke tubes, DO NOT fire it with the choke tubes removed..This may damage the threads on your barrel..
Slugs should not be fired through extra tight choke tubes designed for turkey hunting or other small constriction tubes..However, there is no harm in firing slugs through "standard constriction" choke tubes normally provided when you buy your gun...Generally, modified or IC tubes will give you better accuracy than full choke tubes..