Here is what your common shell looks like.
TheGunSource: 12 Gauge Shotgun Shells
Every company in America that produced shotgun shells and their types.
Shotgun
Shot shell frag… pretty cool idea.
http://www.defensereview.com/1_31_2004/FRAG%2012.pdf
Taser rounds fired from a shotgun
Mossberg / Taser X12 Shotgun | The Firearm Blog
There are hundreds of sites like the above with all kinds of crazy shotgun rounds.
But here is one with shell you can afford.
DeltaForce.com
If you are looking for an all in one shotgun , go with a non rifled barrel with an open or improved choke. For greatest versatility avoid a fixed full chok. As for barrel length, 18-22" barrels are ideal. Shorter barrels are easier to handle, in close-quarters or indoors. Longer barrels provide a longer sight radius and greater accuracy at a distance. Unrifled shotgun barrels are easy to shorten, and any competent professional or amateur gunsmith can do it.
Many makes and models offer quality shotguns, the most popular 12g pump shotgun the US is the Remington 870. It is durable and field proven, and there are literally millions in circulation, with little changes over the years. So it’s availability of spare parts and gunsmith services, and a large selection of aftermarket parts and accessories.
Shotguns that fit the above description are usually the lowest priced, like the Remington 870. I bought my Remington Model 870 Express with a Synthetic stock, an 18" barrel, with a 6 round mag Capacity for $299 brand new.