Personally, I'd be looking at the 870 over the 500. My true personal choice would be (and is) the Benelli Supernova, but it's not on your list. I have had 3 500's and 5 870's in the past, and these days, I'm down to 2 870's (a wingmaster and a police) and 5 Benelli Supernovas (various stocks and barrels, plus my wife has one).
The 500 just doesn't thrill me. Is it a budget friendly workhorse? Sure it is. Will it work for years? Yup. Is the 870 a better built and better handling weapon? Yup.
As far as the combo gun, I'd say yes, get the rifled barrel. Rifled slugs from a smoothbore can be very impressive for what they are, but personally, if I'm doing much slug hunting, I want 1) better accuracy, 2) better trajectory, and 3) better handling (shorter barrel). Being "on paper" at 100yrds doesn't mean squat for deer hunting. Posting 3" groups at 100yrds does.
The only downfall I see with this is that the combo guns, or extra barrels, generally cost enough to have bought another gun for only $100-200 more. And for my use, sometimes it's nice to sit a deer stand in the morning, go walk down some pheasant over lunch, then get back in the stand in the evening, and swapping barrels to do so is annoying at best.
Regarding your rimfire, the Ruger 10/22 and the Marlin 60 are generally considered the standard for small game .22 long rifles. For a bolt gun, the Marlin bolt guns are fantastic, and incredibly accurate, but have terrible triggers. I'd honestly prefer the Savage 93 over the Marlin, and would strongly suggest the CZ 455 or 452 as well. I have a Marlin 17 in .17HMR, a Savage 93 in .22WMR and .17HMR, a Savage Mark II in .22lr, and a CZ 452 "Varmint" (used to play Silhouette). All of these are fantastic rifles, but the CZ and the Savages accuracy just stand out ahead of the Marlin (and the marlin trigger SUCKED from factory).