In my experience, It's just a matter of what your gun likes the best. Case in point, when I was a kid, my father had an old Remington 870 Wingmaster 20 ga with both a field barrel and smoothbore slug barrel. He originally bought Remington sluggers thinking that a Remington shotgun would likely shoot the best with Remington slugs. He found that, while it shot Remingtons OK, it shot Winchesters much better. He then tried some Federals that he got on sale and to quote him:
"I could have taken those Federals out of the box and thrown them at the target more accurately than they'd shoot out of that gun."
Some years later, I bought a Remington 870 Express 12 ga with a smoothbore slug barrel and found that, while it didn't shoot any brand of slugs particularly poorly, it did seem to be a little more accurate with Federals than with Remingtons or Winchesters.
All that being said, I've yet to find any shotgun that didn't shoot well with Federal Truball or Brenneke slugs (though the Brenneke KO slugs have never been as accurate for me as their other, more expensive offerings). My father also found that his old 20 ga Wingmaster shot extremely well with Activ slugs but I haven't seen those in years and I think they're out of production.