I am not spoiled for choice out here so tend to buy whatever the cheapest in a 5000 wad buy is.
Interestingly they are not considered a "component of ammunition" under our customs laws. But the sheer bulk of the wads means shipping from O/S negates any savings. I have been having a good run with WAA12SL Winchester wads, they seem to be as good as anything. They will mark the barrels if loaded too light - sometimes when shooting sparrows around the house I load 3/4oz with 7 grains of AS30N (red dot equivalent) there is too much friction for the wad and it leaves streaks. No lasting damage - one full load tends to fix it up.