Here's another option. Most states that are shotgun only will allow muzzleloading rifles. It limits you to one shot, but generally more accurate than a shotgun. For a slug gun it's hard to beat either the H&R ultra slug hunter or the Savage 212/220. I've got an old Marlin model 55 bolt action that I turned into a slug gun. Even with old school foster slugs I can shoot a 3"-4" group at 100 yards. The H&R and the Savage are a cut above the rest when it comes to slug guns. Also Check out
http://www.shotgunworld.com/ , the guys on that sight are quite knowledgeable about slug guns.