I buy the Herters from Cabelas for informal clays, then reload. I also buy new, primed cheddite hulls from Precision Reloading or Grafs.
For clays I use Hodgdon International Clays with the Downrange DR-16 wad and 7/8 oz shot.
For light bird hunting(quail, doves) I use Universal Clays, either the Z16 or SG16 wad and 1 oz shot
For wild public land pheasants, I load either 800X or Longshot with 1 1/8 oz shot. With the larger flake 800x you can get away with using the Remington SP-16 wad, don't use it with Longshot in a straight wall case, it will leak by the cup and give you bloopers. Either drop back to the Z16 wad or the Cheddite 1632 wad that Grafs sells for Longshot. The Remington hull is the only current hull that isn't straight walled. The AA and Claybuster clones are made for tapered hulls and can cause trouble with fine grained powders.
Go to 16ga.com for plenty of info on the 16.