DP, if you look at the "higher center density" claims, it's true to a point being that the center density is improved but not by putting any more pellets into that portion of the pattern - the pellet count remains the same, they are just grouped tighter. By adjusting the wad column and changing to a higher-pressure but slower burning powder and replacing the flimsy AA plastic wads with the thicker & stiffer Federal wad, the center pattern density is greatly improved by putting a much higher pellet count into play, IIRC around 30%.
Daryl,
Yep, I have tried the plastic steel-shot wads. Biggest problems are loading and melting. I had to make a funnel to get them started into the muzzle and if you don't use at least a 0.125" nitro-card between the plastic wad and powder, you're soaking the bore in MEK or Tetra to get the melted plastic out. Cutting the gas-cup off the bottom of the wad does help ease loading. Adding cushion is not an issue with steel shot as far as pellet damage is concerned but adjusting the amount of cushioning does have some to lots of affect on the resultant patterns. No cushion will normally produce decent patterns, adding a 0.250" or 0.375" standard fiber wad will normally tighten the patterns a bit from a cylinder bore - cushion is added between the nitro and plastic wads. If you buy the longer plastic wads such as those for the heavy loads in 3" and 3.5" cartridges, trim the petals back to end just shy of the shot column - this gives you stiffer petals that will stay closed longer - gluing a 0.375" fiber wad to the bottom of the plastic wad increases the total wad mass and helps keep the wad with the shot for a longer distance after it leaves the muzzle.
If you're not into paying upwards of $0.45 each for plastic wads or wish to avoid the annoyance of working with non-traditional items, making your own shot sleeves from rolled paper works just as good if not better. I like mine to finish out around 0.030" - 0.035" thick glue the ending flap down and glue the formed cup right onto a 0.500" fiber wad - I use my cyanoacrylate gel glue. If the cups don't follow the shot long enough, glue another wad on the bottom of the first to add more mass - you will have to adjust the length of the shot sleeve if you're getting egg or flat patterns so it separates at the right time and evenly, if the recovered cups are blown apart, use stronger paper or solidify them with an eggwhite & water mix (after gluing them to the wad) as would normally be used for paper-patching conical bullets.
No matter if you're running plastic or paper cups, thick ones will not allow Jug or Tula chokes to work properly, you'll still be relying upon the cup & load to produce the desired pattern. I strongly suggest you not run steel shot through any bore without a shot cup of some type protecting the bore from the shot. Lead shot doesn't require a cup but you need something to help keep the outer layer of pellets from picking up rotational spin, fine ground pure corn meal has worked best for me in both ML & cartridge but don't forget to take the buffer & wad mass into account when calculating charges & pressures, they are all part of the payload weight. Something I've said before about steel and got considerable flak on some forums because of it - don't load by weight, load by shot column length. In other words, if you're getting good patterns with 1.125oz of lead shot, measure the length that charge takes-up in the shot-cup and measure the steel shot to the same linear length. Measuring 1.125oz of steel shot as the same weight of the same size lead shot will give you considerably more pellets - in my experience, steel shot patterns and performs best when run at higher velocity than lead shot. The higher you can get the velocity, the more effective range you get. Limiting yourself to running the same weight of steel shot as opposed to running the same number of pellets limits the amount of velocity you can put on the load without exceeding safety limits. This applies ONLY to black powder ML loads - do not stray from the smokeless loading data for cartridges!
I will also suggest you avoid using anything containing Teflon/PTFE or anything "moly". Black powder burns hotter than smokeless and once you get the bore crapped-up with either substance and it burns on, you'll have the devil of time trying to get it back out again - this is even a problem with smokeless loads, I ran ten lead shot loads with moly-coated wads through one of my 12ga suppository guns...I won't ever do that again!
If you want to run a shot-cup through a jug/Tula choke, use a single wrap of thin paper (cash register receipt tape is cheap to buy, easy to work with and performs well).
Don't shy away from changing powder granulations that go against the commonly held theories. 1F will sometime produce the best performance in 20ga and smaller bores just as 3F may give the best performance in the 10ga. Don't think that any two guns will shoot exactly the same either - I had a 12ga SxS percussion, both cylinder bore and each barrel needed a completely different load in order to throw the same patterns and no, there was nothing mechanically different with either barrel.
PS: to DP - I'll issue no comments on the current weather conditions here and my complaints on the "cold" temperatures.