Shoot heavy loads to start with and bring a friend so they can help enjoy the pleasure. Turkey Mags are usually a good starting point, I used Nitro Mags last time.
You shot / choke combo really depends on your setup for shooting ducks. I usually shoot about 25 yards with a Mod over decoys, but I have other places where I drop a full in to get the range.
Sheridan hit the nail on the head the trulock chokes are awesome.