I just got to try some this past weekend!
My HD gun is an o/u .410 (not because its what I want, but its what I got). I fired about 50 2.5" Federal "Personal Defense .410 handgun 000 buck" shells out of my 26" shotgun(it doesn't have adjustable chokes). I didnt think to save/take pics of my targets, but here were my thoughts:
At 3-5 yards: Pattern of maybe 1-1.5 inch (one big hole, I cant imagine the shot had opened up at all yet)
At 5-7 yards: 1.5-2.5 inches (one hole with maybe 1 separate ball)
at 10-12 yards (longest I'd ever shoot in an HD situation): 3-4" (at least 2 separate balls)
It make the little .410 kick harder than I'd ever felt it (prior to shooting about 15 Winchester Super-X 3" slugs). Of course, still non-existant recoil and I could easily put one shell through the heart and one in the skull within 1.5 seconds of a standard silhouette.
.410 is pretty often criticized as anemic, but it was pretty encouraging to see 4 separate .36 caliber holes leaving at least 1200 fps in both center mass and the head of a silhouette target. Federal claims it to penetrate to at least 15" in bare gelatin. Both of my barrels currently sit with with one of these in each.
Edit: mine are about 12.50 a box at the local wally world, slightly more at specialty mom-pop gun shops. I only wish I could find them in 5 pellet 3"