Ammunition choice will depend on the gun you are using and the quarry you are after. Some guns are not suitable for steel ammunition be it through age, material or choke restriction. In which case Bismuth or Tungsten would be my recommendation.
Standard Steel ammunition may be shot through a non-steel proofed gun but there are only a few standard steel loads available. Link to website firearms fact sheet.
High performance Steel ammunition can be shot through Steel proof shotguns look for the Fleur de Lys proof marks or barrel markings stating the barrels are steel shot proof.
Steel ammunition has improved massively over the last decade and ballistically it has proved itself more than capable for the job. Remember the rule of thumb about upping the size of the pellets by 2 to allow for the pellet density difference between steel and lead and you won’t be far out.
I would always pick the cartridge to suit the quarry. ie shot size 3,4 for Duck and 3,2,1,BB for geese. Wherever possible I will also always choose a bio degradable wad as well although at the moment options are limited. There are more in the pipeline!!