So why would you choose to shoot #4's or #5's over #6 lead? We are not trying to penetrate a large area of tissue, we are trying to put a pellet into the noggin' or spinal column... (Not arguing, just trying to understand the thinking, and see if my own thinking is off-base)
Couple years ago, in the confusion of the early morning, I grabbed a handful of steel #2's (that I actually meant to give away as crap waterfowl loads). I killed a bird at 35 yards that morning, and had no idea I had taken the wrong shells till I picked up my empty casing. At the range most of us kill most of our birds (which is generally 30 yards or under for me), I am guessing that the loads we shoot make very little difference in the whole scheme of things... I'd bet I would have killed that bird just as dead with #7.5 lead or #4 lead at that range; I certainly would not have picked #2 steel as my top choice though.
That being said, as few birds as I get an opportunity to shoot, I generally opt for 3" 1 5/8 oz #6 Hevi-shot. It patterns tighter and carries more energy. I do not care for the recoil (or the flinching) that comes with heavier loads, and that smaller payload patterns well out to 50 yards with a good choke (which is further than I have ever killed a bird).
If I misjudge a bird, or decide to stretch a shot just a bit, I like the idea that I will likely kill him. I can shoot 3 birds per season here, and I will not be traveling out of state to shoot birds for some time, so a box of shells will last me 3 years or so if I manage to kill 3 birds a year (which I generally do not). A box of Hevi-shot cost me less than the gas I use to drive up and "not" shoot a bird on most days...