Winchester is expanding its line of Traaker loads (ain't the AA in the middle of the name clever?) to include 12 and 20 gauge shells for sporting clays.
If you haven't tried them before you owe it yourself to get a box. For one, they aren't much more expensive than regular shells - the technology adds about one buck to the price - and, two, they are excellent training tools.
The wad in these shells is designed to fly true with the pattern of shot and because it is visible it provides excellent visual feedback when you miss.
I've found them effective to 30 yards or so, sometimes a little farther, depending on the wind conditions. The funny thing is that when I hit with the Traaker rounds I tend not to notice the wad at all - perhaps because my eyes were focused hard on the target as they should be - but when I miss that wad tells me exactly where. Other shooters I've been with while using the Traaker loads report the same thing.
The 12-gauge shells deliver 1 1/8 oz. loads of No. 7 1/2 shot at 1,300 fps. The 20-gauge shells are stuffed with 7/8 oz. of No. 7 1/2s going at 1,300 fps.