You will want to use a 2 3/4 inch shell with probably 7.5 or 8 shot in it for quail. You will want 1 ounce or 1 1/8 ounces of shot. A box of these shells shouldn't be more than $7. You'll go through alot of these shells, especially if you shoot for doves.
For pheasants, you'll want to shoot 4, 5 or 6 shot in a 1 1/4 ounce load. You may even need to shoot 3 inch shells with a 1 3/8 ounce load, depending on the conditions. A box of any of these shells are $9 to $20. One box at a time should be plenty to buy for pheasants.