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A tutorial video is now available on my YouTube channel.
Loading shotgun shells is physically easier, and less precise, but more complex, than loading metallic cartridges. Again, you should go back to the rifle page of this tutorial to get a feel for the basics. A good book on this subject is Reloading for Shotgunners from DBI Books, by Kurt Fackler & M. L. McPherson, which will tell and show you everything you need to know. The Shotshell Reloading Handbook from Lyman is also a good choice. But here's how I do it, along with a trick or two that probably aren't published anywhere (else).
My main reason for loading shotshells is to produce a load that the factories don't offer: specifically, a low-pressure, low-recoil load for my antique side-by-side, though of course these low-recoil loads will also be much more pleasant to shoot in, say, a modern Wal-Mart Mossberg M500 or pawn-shop Remington M870. And yes, you can save some money over factory loads by making your own.
I use a Lee Load-All II press, about $60 delivered from any of the big internet suppliers and available in 12, 16, and 20 gauge. This press is built for a specific gauge, and for 2¾-inch standard shells, and though it can be adjusted to handle 3-inch magnums more finesse is required to operate it that way. Lee also sells a conversion kit to change from one gauge to another, but it's nearly half the price of a new press, and then you have to take it apart and reassemble it - 'twere me, and I had, for example, a 12 gauge and a 20 gauge to feed, I'd just buy two complete Load-Alls. The press comes almost entirely assembled, with instructions. You can find used Load-Alls at shows and download the instructions, but it's so cheap for a brand-new press I suggest just ordering one, then you know it has all the stuff with it the first time.
To reload shotshells, first, you need hulls:
If there's a trap/skeet/sporting-clays club near you, you should be able to beg a bucketful - but at this point I must interject a bit of Gun Cultural factionalism. The shotgun shooters are, all too often, not true allies of our Cause. They go to their country clubs with their four- and five-figure Perazzis and such, look down their noses at us patriots with our "Eee-vil Assault Rifles" and "Saturday Night Specials", and vote for people who want to take our weapons away. I can never remember if it was Churchill or Kipling who said that "An appeaser is one who feeds the tiger in the hope of being eaten last." A lot of shotgunners are, to take a line from the film Jaws, "lining up to be a hot lunch," not grasping that just because they've put themselves further down on the confiscation list, they're not off that list. Bear this in mind if you go to a shotgunner's club - you may be entering enemy territory in the Culture War. The loads I make aren't for sporting or bird-hunting purposes; they are for fighting, for action-shooting games which simulate fighting, and for large-game hunting (why do you think it's called buckshot?) to provide meat for survival. Anyway some of the big sporting-goods stores or chains will carry sacks of once-fired hulls.
Update, March 2013: A few weeks ago I got some hate-mail from a shotgunner for the above paragraph, which I deleted unanswered. Up yours, Fudd.
So now you've got hulls. Look at them. Some will have been stepped on, others left out in the weather too long and corroded - the brass bases are often brass-plated steel which of course will rust. Also look at the mouths for cracks, splits, holes, especially where the crimp is folded. Be ruthless and discard any hull that "ain't right."
You'll want to sort your hulls by headstamp, brand, type, etc. In the books mentioned above, and in the shotshell section of other load manuals (i.e. those provided free by most powder makers), you'll note that the load data is arranged by hull type. Different brands and types of hulls have different internal volumes, which will affect chamber pressure. For my superlight loads, which published data suggests are under 5,000psi, this is of little concern, but if you're making high-end goose-busting deer-slaying stuff your safety margins will be a lot thinner, and you must take care to follow the recipes, and warnings, in the load books. I usually use the very-common plastic Winchester AA hulls.
Unlike metallic cartridge cases, there's little preparation required for shotgun hulls - if they're reasonably clean you can put them right into the press and start working.
You also need powder, primers, wads, and shot. Examine the load books to find a load that meets your needs, and buy your components to make that load. Some sporting-goods stores sell 25lb sacks of birdshot; the most common sizes are #7½ or #8. When I make birdshot rounds I usually use #6, as that size is also the largest usually allowed for the action-shooting games I'm interested in. Otherwise I load buckshot and I usually buy that in a 5lb box by Hornady.
Let's take a closer look at the Load-All II, step-by-step. Setup is easy - it's nearly ready to use out of the box, and the way I do it it is ready to go as soon as UPS drops it off. If you're using birdshot it makes sense to use the shot reservoir, but if you have a separate powder measure like the RCBS Uniflow you'll get better results, with less spilled powder, than with the Load-All's powder reservoir. For either reservoir (if you use it), you must install the proper bushing - the instructions and charts included with a new Load-All (or downloadable free from Lee) will describe which powder bushing is appropriate for how many grains of which powder, and which shot bushing for what weight of what size shot.
After installing the bushings (if any), you'll have to mount the press on something. It comes with the bolts and toothed nuts to mount the press on a piece of wood; I got a piece of scrap wood from the "FREE WOOD" bin of a nearby builder's supply store and drilled the necessary holes with my Dremel. Here you see the Load-All II, bolted to that wood, and in turn C-clamped to my reloading table.
Now you're ready to start loading shotshells. You could process the hulls ahead of time, resizing and repriming, then go back to load them, but I usually run each hull all the way through almost as intended by Lee.
The press comes with a sizing ring. Slip it over the hull, with the grooved end up toward the mouth of the hull, and put this combination in the first station. This is the hardest part, ramming the sizer over the metallic base of the hull. The Load-All II also punches out the spent primer at this point, into a reservoir behind that sliding metal plate, which must occasionally be emptied. For this stage, just run the handle all the way down.
Next is installing a new primer. Be careful not to exert too much force here - you want the primer flush against the hull's base, but it's not difficult to press too hard and cave in the base. This stage also disengages the sizing ring from the metallic base, and the jerk when it lets go must be controlled to avoid caving in the base when priming. You don't necessarily run the handle all the way down at this stage.
The next stage is to charge the hull with powder. As soon as you do so, immediately install the wad (usually plastic, a combination of shotcup and cushion wad). This will secure the powder in the hull, and will also help you determine which hull has powder, 'cause you can see the wad.
You can't just use any old wad - each wad is shaped for a particular weight, or range of weights, of shot, and will give a certain range of pressure with a particular charge of a particular powder. You must follow the load books' recipies to get a safe load.
Now, when seating the shotcup/cushion wad over the powder before loading your shot charge, you must discover, by trial and error, how far down to push the wad, so that your shot column sits at the proper height, so that the crimp at the end of the process is satisfactory. Look at a factory-made shell and examine the factory crimp; see how it's dished down into the hull, leaving a raised lip around the mouth. It should be a simple deductive process to determine where your particular wad should be seated, for your particular shot column, to get a good crimp. Also note that some wads "stick" in the hull better than others, that is, some wads will be easily pushed down by the crimping process, while others will give enough resistance to help form a good crimp. I find that the Federal 12S0 wads, which I use almost exclusively (I only make a couple of 12 gauge loads), "stick" better than equivalent Winchester wads.
Next is to load your shot charge. The Load-All II has a powder reservoir and a shot reservoir, but I rarely use the shot reservoir (because I usually make buckshot loads) and never use the powder reservoir (because I have the cleaner and more-accurate RCBS measure). After charging with powder, the shotcup or wad is inserted, and here's one of the unpublished tricks: my usual load for the 12 gauge is 6 pellets of OO buckshot, over a Federal 12S0 plastic wad, over 15.0gr Accurate brand Nitro 100 powder, with whatever standard #209 primer Bi-Mart has on sale that month. This is one of my superlight loads, using Cowboy Action load data from Accurate's 2002 load booklet, intended to minimize chamber pressure, and recoil. An ordinary factory buckshot load carries 9 pellets of OO, for about 1¼ ounces of shot weight; an ordinary factory game or sport load carries 1-1/8 ounce of #7½ or #8 birdshot. These kick hard. By chopping the shot weight by a third and using a starting-load powder charge, I reduce both recoil and pressure, the first to make my antique side-by-side (or any other 12 gauge) more pleasant to shoot, and the second to keep the antique from blowing up (yes, it has fluid-steel barrels, not Damascus, but still - the company that made it fell victim to the Great Depression, to suggest how old it is). Instead of using the shotcup as usually intended, I take an XActo knife and slice off the petals of the cup, reducing it to a simple cushion wad, and removing the extra thickness of those petals so the buckshot pellets sit elegantly in the hull:
I also use the unaltered wads as intended, for 7/8-ounce charges of #6 shot, which size is acceptable under the rules of the two action games I'm interested in which use shotguns, Cowboy Action and Three Gun (though I've not yet played those games). It's when I'm making a batch of these birdshot loads (which, I'm sure, can also be used for bird hunting and casual clay-breaking) that I use the shot reservoir as intended.
You're almost done! The next stage is the pre-crimp. Examine the mouth of the hull - most modern plastic hulls use a star crimp with either 6 or 8 points. The Load-All II can do either. The crimper to the front is for 8-point, and in back for 6-point. Align the old crimp of the old hull so that opposite flat sides of the crimp, that is, a line drawn between two adjacent points of the star, are parallel with the long axis of the base of the press. For 2¾-inch standard shells, run the handle all the way down.
When that's done, immediately, before the plastic can set, move the shell to the last station for the final crimp. This last station is a simple ring to finish the star crimp you just started, so alignment of the points isn't important. Slip the shell into the metal holder and ram that handle down, but trial and error will show you if you need to run it all the way down or stop short, depending on your particular load.
And that's it! You've just reloaded a shotshell! There are progressive presses for loading shotshells, just as for handgun rounds (previous page), but they're far more expensive than the Lee Load-All II. However, if you fire a lot of shotgun rounds a progressive loader will likely be a good investment.