If you're looking to start on the low end price wise, I was just in Fleet Farm this weekend and saw some blue box Federal saboted slugs for $7.99 per box. I don't think they had these when I started working on my slug gun, or I'd have tried them. The least expensive option I found at that time was the Hornandy SST load and they were $11.99 per box. I got lucky, in that they shoot about an inch and a half group off the bench at 100 yards.
GG,
I tried them and got about 5-6 inch groups.
Not sure if the 1500 FPS versus 1900 FPS on other makes of slugs is worth the recoils or not. I guess it would be a question if they grouped better.