Wow, lots of topics here. Let me ramble on a bit and hopefully I can help.
First, Trockstrogh, I would be looking at a pump or semi-auto for a flexible gun to cover all your needs. If you were not hunting, I would suggest a Beretta or Browning over and under. Both would be a great starting gun but there are others you may want to look at . . . Benelli comes to mind.
I used a 870 to shoot clays and hunt with for years. Although not optimum for clays, it is a solid flexible gun that runs pretty much all ammunitions--light and heavy loads.
You mentioned deer hunting. If you are thinking about using slugs, many over/unders are out. As I understand it, slugs through O/U's are not a good thing.
JosephC, I would strongly recommend removeable chokes. They are pretty much the standard and offer a lot of flexibility. As far stock curvature, this is refered to as cast-on or cast-off. The concept is that you should be able to mount the gun to your eye without twisting your head to align with the sights.
I, for example, need a little cast-off in my stock. As I try to mount the gun, if it has a straight stock, I can't get my eye in line with the rib without rolling my head over the stock. With a little cast off, I don't need to roll my head. In my case, I find Berettas never seem to quite fit me but I have a much high success rate with Brownings. My buddy has the opposite situation.
If you mount the gun to your eye and have a space between your cheek and the stock, you need a little cast-on. This article discusses stock fit in general:
http://www.fordwreckers.com.au/brisbanegunclub/fitofthegun.htm
Often you can try several guns of the same model and they will have enough variation that you can find one that fits. If you look down the barrel/rib from the muzzle end (yes, this violates every safety rule and should bother you to the core), you can easily see if there is cast-off or cast-on for the stock.
Also realize that this is somewhat adjustable. Some will add shims or do slight stock modifications where it attaches to the action. Others will have custom stocks made for the exact proper fit. Finally, some have stocks with adjustable combs so they can move the comb in or out.
I hope that helps. If you are going to get serious about competing with a shotgun, fit is extremely important.