With 20gauge and steel your pellet count gets pretty dicey.
You can do some close in work with #4 shot, the faster the better, but I've found that I end up wounding instead of killing with #4's, then end up shooting another shot to kill the bird or releasing my dog and have him spend the next 10 minutes trying to run down a wounded duck. For me this is not worth it.
Here is how I afford Hevi-Shot. I sign up on their website
http://www.hevi-shot.com and get their web specials I can generally get a few boxes at a time when they run these specials. Everytime I've got some extra money I run out and grab a box of Remington Express Long Range Hevi-shot Upland Loads, and I also buy at least 3 boxes for Turkey season (under the wifes radar) and usually end up shooting only 2 or 3 shells. Pretty soon I've got enough Hevi-Shot to get me thru the season.
Another thing, because of price, I've noticed that I don't waste many shells on suspect shots. Flock Shooting and Skybusting are not in your arsenal when you're spending $2.50 everytime you squeeze the trigger.