lead 6s in 20 gauge are very capable at 30 yds, not too bad at 35 either. For 40 yard shots you really need to know your guns capabilities.
I like Fed pre FC, FC, and winchester 6s in the XX shell. Nickel plated # 7.5s in the Fiocchi Golden Pheasant shell can give great patterns at 30 yds. in the 20 gauge.