If you've got a few buddies shooting different loads, see if you can have/buy 2-3 of each of them. Save a few pieces of cardboard at least 5'x5' and put a dot in the middle. Sit down 30 yards off and pattern your gun with each load. It should go without saying to make sure you've got a safe shooting area with an adequate backstop.
Different guns will pattern differently. Most shotguns will be slightly high, but you need to be more concerned about concentration of shot, not where it's hitting. You can make adjustments for where it's shooting, so long as you've got a nice tight pattern.
For instance, I find that my 870 patterns a lot better with 3" shells than with 3 1/2". It seems that no matter what type of ammo or shot size, that's almost always the case for me. It may be the exact opposite for you.
As for shot size, I like #4 steel for ducks and BB steel for geese. I usually have a 3 1/2" BB Hevi Shot at the end of my magazine for the last, long-distance shot as they seem to pattern well for me but I don't want to spend the money to shoot them all the time.