Free: Contests & Raffles.
If you gona go for effective why not 20Ga... ammo is cheep plentiful and does a great job... I know people that love both 16 and 28 gauge guns, but unless your a die hard you'll probably fall into the 12 or 20 gauge catagory...
FlattopThat's a lotta grouse
hevishot makes .410 non toxic loads http://www.hevishot.com/index.php?page=shop.product_details&flypage=flypage.tpl&product_id=1&category_id=21&option=com_virtuemart&Itemid=73
I used to carry a .410 contender pistol around with me during deer season, and shoot grouse when things were slow. I shot quite a few with it, but as with everything you need to know your effective range.