For the most part, shotguns are better off using buckshot. Buckshot is the true strength of the shotgun because of the number of projectiles launched with a single trigger press. Slugs are really a compromise solution to one (or both) of two problems 1) the need for additional range, 2) shooting through things, like cars.
Historically Brenneke style slugs have been the preferred slug for shooting through things. They are made of a harder lead alloy than most typical slugs. If you go to the average big box store and just buy a box of slugs, typically what you will get is a Foster style slug. These are soft lead slugs with a hollow base. They work okay for shooting through things, but tend to break apart because of how soft they are. The Brenneke slugs hold together much better. A few years ago, Federal also introduced their Deep Penetrator Rifled Slug. These are Federal’s Tru-Ball slug, which is a Foster type slug, but with a copper coating. Copper plating is usually used with buckshot to help the shot resist deformation. Federal, to my knowledge, is the only manufacturer to offer a copper coated slug.
Personally, I do not place as much emphasis on being able to shoot through things with shotgun slugs. My primary purpose for a shotgun slug is extending range. After that, I want the slug to be “shootable’, and allow for quick follow up shots if necessary. The slug that I have found to meet the criteria the best is the Fiocchi 7/8th ounce low recoil Aero slug. Now, another cool thing about the Brenneke slug is that they do not have a traditional wad design that detaches from the slug. The payload stays together as it travels downrange. Fiocchi uses a similar wad design. It is attached to the slug and does not separate after leaving the muzzle. The Fiocchi slug being light for caliber (most 12ga slugs are 1oz) and low recoil, means it shoots really soft, but still really flat. There is not any significant difference in my POA/POI from 25yd to 50yd. So while perhaps not the most mainstream choice, I have found the Fiocchi slugs to shoot really well out of my shotgun and it seems to check all the boxes I look for in a slug.