I am going to offer up another take on this.
I agree wholeheartily that you need to get the birds close. That's a given.
And, there are times like John said where long shots are more the norm. Maybe higher quality, denser shot ammo would be a little more important then.
I went thru a period of time where I tried the most expensive stuff I could buy. I patterned my gun with different loads and different chokes and all different ranges. Mind Boggling stuff here.
First, some ammo would shoot real well with a certain choke at close ranges, but would fall apart at the longer shots. Others would perform just the opposite at longer ranges, and be too tight at close up, while others performed differently still. Most all however, shot well around twenty-five to thirty yards.
But the biggest problem I had with all of the fancy stuff, was I couldn't hit anything with it. I would miss over and over.
My buddy came up with a neat, albeit too simple explanation. I was thinking too much. I was always worrying about choke tubes and ranges and angles. And worse yet, everytime I shouldered my trusty firearm, subconsciously, thoughts went thru my head at every pull of the trigger- "here goes $2.75 BOOM... here goes $2.75 BOOM... here goes $2.75 BOOM, I better not miss! But I would.
I gave it all away and switched to the cheap stuff.
Instead I learned to concentrate on working the birds in a little closer, pass on the longer, borderline ranges, and have fun!
Amazing how my dead bird to shot percentages went WAY up.
By the way, my preferred "cheap load" is Winchester Expert High Speed steel. 1 1/8oz of #2's for most general waterfowl hunting.
Jon