Re: 870 slug gun ammo
Remington Buckhammer's are a very economical start, but they lose energy quickly due to the flat face of the slug. As long as you're not looking at shots past 150-200yds, they are very economical.
I'd then move onto Hornady SST's. You can usually catch a decent sale on them at the sporting goods store that was Detective Tracey's first name. (for reasons of getting censored) They fly great out of my slug gun and you can usually end up getting them for around $10/box.
All that being said, you'll most likely have to buy several brands to see what shoots best out your gun. (or shoots to your acceptable level for the price)
The more people that I meet, the more I love my dog