All you have to do is swap out barrels if you want to go hunting or shoot skeet. Pretty simple task and a new barrel shouldn't run you any more than $200, but probably closer to $100.
Yes, you definitly should pattern your HD gun! If you're talking 12 gauge, buy a 5 round box of 4BK, 1BK, 0BK, 00BK, 00BK Magnum, 000BK, and some rifled slugs just for fun. Test these rounds at different distances and also factor in if you have any over penetration worries. Whichever one of these gives you the best grouping and meets your penetration needs, buy 2 25 round boxes.
Also buy a 100 round box of birdshot or whatever is cheapest just to get used to the function of your gun. Run through at least 100 rounds shooting at clay pigeons, water jugs, dirt, etc. Shoot standing, sitting, kneeling, etc. Try shooting at two targets spaced pretty good apart. Shoot while walking forward, backwards and sideways (just be extra careful). Then run through the box of 25 rounds of HD shells to get used to how they feel. Clean your gun when you get home and load it up with your HD rounds. Repeat this as often as you feel you need to, want to, or can afford.