Let me add that I believe that the premium shells (Nitros, Federal Xtended Range, Hevi-13) are better when using 20 ga guns. Not a necessity but you get a bit more pop than from the regular ol' copper-plated cheap shells.

I would also invest in a good choke tube. Make sure that it can be used for the heavier-than-lead shot. Some tubes are designed to shot lead shot only and will be damaged by the denser stuff.