I am not a shotgun expert by any means, so take what I write with a grain of salt and verify it.
Rifled slug: usually about 1 oz. of lead. The "rifled" part means that the slug has (this is over-simplified) cuts in it that will help to impart spin, therefore stabilizing it. Since the shotgun barrel is smooth, this helps accuracy.
Sabot: a slug encased in some form of ploymer shell. When fired the shell is discarded (same principle as the Army's discarding sabot rounds) leaving a smaller but faster projectile than a regular rifled slug. These should be fired from dedicated rifled slug barrels. You can shoot them from smooth bores, but accuracy would stink and they cost too much to waste.
Regular old slug: a lead ball, roughly .72 caliber in a 12 ga. Usually fired from smooth bores for short distances, not known for accuracy but will do the job in close.
As for what chokes you should use, I have no idea. The only shotgun I own is an 18" Charles Daly pump for home defense. It has a cylnder bore barrel and is loaded with 3" magnum 00 buck. I have some rifled slugs, but if I need to get past 35 yards I need a rifle.
Without a slug barrel I would use the rifled slug. Consult your owners manual about the chokes, or you could probably e-mail Remington and find out.
Again, I'm going from memory. If anyone sees something that needs correcting, by all means, correct it.