Passport's right - skip the saddle mounts.. They really DO suck.
One of the better Weavers to mount on an 870 is the #62 base. The position of the 4 screws fits well with the 870 receiver and it runs about $10-12 for the base..
Main thing is to ensure it's on straight and level and have the fore-most screw drilled/tapped just behind the barrel extension..