I have a Brittany (pointing breed) so Most shots are really no further than 20 yards which is skeet/improved cyl range, and then a modified just in case I miss at 20 and have a 30-40 yard shot.
Check this lnk on remingtons site, will give you a good idea of what chokes to use at different ranges. http://www.remington.com/products/accessories/gun_parts/remChoke_tubes.asp
You guys are lucky with your SxS or O/Us. I'm using a pump so only one choke allowed. I usually use Modified, but the last time I went I used Improved Cylinder. I had noticed that I would miss on the first shot but get them on the second one. In my mind, I was attributing this to the fact that my pattern hadn't opened up sufficiently on the first shot due to the close range. But by the time I shot my 2nd one, the bird was further away allowing for the pattern to open up a bit.