I shoot a Beretta .20 gauge O&U, a Spanish .20 SBS by the name Ugartechea and a .12 SBS Holland & Holland with a monstrously long barrel. The Beretta is excellent for all day hunting beacuse its so light, but the low weight also means its a little "jumpy" for clay shooting, be it trap or skeet. The Ugar is good for pretty much everything because the small caliber allows you to carry more ammo, than if you were waltzing around with a .12. The Holland & Holland however is an awesome piece of equipment, Full on Damascus barrels, mile long barrel. I've seen my father takae mallard out of the sky at 45m with that thing! Anyway, for clay shooting, especially if you're just starting out, get a heavier gun rather than the lighter version, as it will add some stability to your shooting. And always remember: Aim to miss the the clay about 3 feet ahead, and it'll fall out of the sky every time(works for me anyway...) Have fun!!
