Joe Biden recommends 00
I am personally a fan of #1 or #4 buck over 00 and 000. I occasionally take a shotgun lion hunting behind hounds if I know the timber will be really thick. #1 and #4 nestle in the hull much more efficiently, giving you much better density and more pellets.
Example...#4 is only 30% smaller than #00 but gives 21 pellets / oz compared to 9 / oz of #00. That is an increase of over 100%.
#1 is not quite as good but still better....10% smaller but 20 % more pellets per ounce