Hi Blue Jays, the key to your question is penetration. The choice is very dependant on what you want your shotgun to do for you.
As a general rule, the backstop for your engagement area will dictate your load selection. Here in the 'burbs I find some comfort in # 2 duck loads as I think they will be effective at the 3 to 10 yard probable engagement range I have in my home. The walls of my house should contain any stray pellets.
A note of caution - try to select a load based on the weakest part of your backstop, not the strongest. One of my buddies plans to shoot the bad guy in front of his fireplace - wonder who's going to brief the bad guy on where to stand....
Hope this helps,
"Shoot low boys, they're riding Shetland ponies..." LG, RIP