I use plastic, the el-cheapo dove and quail load shells that no one bothers to reload and that you can pick up by the hundreds at most trap ranges. I save the Win AA and Remington STS shells for my smokeless reloads.
I also use a plain old star crimp. A good solid crimp is important for consistant ballistics with black powder and even more critical with smokeless. That's why I don't try to get one more reload out of shells that are starting to crack on the crimp folds.