If you are looking into getting into clays and want relatively inexpensive shotgun, I'd look into gas guns.
But if you absolutely want to get a double barrel (like me), and you can't afford to drop a grand...I'd check out Lanber. They are rather popular in the UK and can be had for under $500. I just recently got the Model 87, automatic ejectors, single trigger, came with 5 chokes, good walnut stock, excellent metal to wood fit. I've handled Browning Citori's and would be hard pressed to tell the difference. I've shot one round of sporting, 3 rounds of trap, perhaps a 1/2 dozen rounds of skeet with absolutely no problem whatsoever, in fact my game has improved significantly. I believe
www.cdnninvestments.com is selling it for $399. There is also a sporting clays version for a hundred more.
Now I haven't heard anything about the stoeger, but I have heard the Baikals (Russian Sxs, O/U) are very strong good mechanism but not very refined. Those can be had for well under $400.
Now in this low end you have to be very careful because there are a few gems and a whole lot of garbage. Also beware of gun snobs, who will advise you if it isn't a Perazzi or Kreighoff, its not worth buying.