Standard high brass #6 shot out of a 12 gauge is my favorite all around small game load. Occassionally, I will bump up to #4 shot for pheasants. I prefer Remington ammo but have used high brass from most of the major manufacturers.
20 gauge 2.75 Remington express high brass #6 for rabbits and grouse. I've killed many squirrels with it but much prefer the .22 if I am targeting them. I have a very high wounding rate with the scattergun on squirrel.