Those slugs aren't really rifled but have fins. They are longitudinal in some slugs and pitched in others. The fins don't impart any spin on the slug. Their purpose is two fold: First to reduce friction between the slug and the barrel resulting in higher velocity. Secondly, by reducing the contact area, the slugs pass any choke constriction easier.
Yes, you have to "run chokes" when shooting slugs, else the slug will mess up the muzzle's internal threads. Of course, this doesn't apply to a fixed choke barrel.
When selecting a screw-in choke for slug use, most folks start with the least constrictive choke they have for that barrel, and work from there. It will be cylinder or imp cyl in most guns. Each gun and slug combination will behave differently -- what works best in your buddy's 26" R-870-Ex Super Mag may not work best in yours.
If you're serious about getting the best from slugs, you've got to spend some bench time. Experiment with different slugs and chokes to learn which is the best combination for your gun. Like Nnobby45, you may wish to invest in some custom chokes. You gun/barrel may be very sensitive to the choke selection for a given slug, or not. There's only one way to find out.