The Express HD model is VERY good.
I recommend it, unless you just want and can afford the "Cadillac" Police model.
Here's a repost on the differences:
The Express Home Defense Model has:
A plastic trigger group with the lockable safety button.
The dimples in the mag tube and the new style magazine retention system. (Can't put a magazine extender on without removing the dimples).
A rougher finish inside and outside with burrs left in place.
A rough blue job.
A less polished bore.
A two piece barrel. (not 100% sure about this)
Synthetic stock, with a sporting-length fore end.
An 18", cylinder bore barrel, with a bead sight.
Some Metal Injection Molded (MIM) parts, like the extractor.
The 870 Police has:
An aluminum trigger group with no lockable safety.
The old style magazine retention system. (Takes magazine extensions).
A much smoother finish inside and out, with no burrs.
A military-grade parkerized finish.
A polished bore.
A one piece barrel.
Walnut or synthetic stock, with a short police-length fore end.
Choices in different stocks, including Speed-feed, and others.
18" to 20" improved cylinder barrel, with a wide choice in sights, including rifle, ghost ring, and luminous.
Heavy-duty magazine spring.
Heavy-duty trigger-sear spring.
Sling swivel mounts.
No use of MIM parts, the extractor is milled.
Basically, the HD is just the "Budget" Express with a short barrel.
The Police is a top-of-the-line Wingmaster with a dull finish and some changes to improve durability for harsh condition police use.
The Express and Police use the same forged and milled steel receiver, and the Express is almost as durable as the Police.
The only complaints about the Express HD is there have been a few cases of broken MIM extractors.
Here's a link to the entire post, including on how to buy a Police gun:
http://www.thefiringline.com/forums/showthread.php?t=159814&highlight=870+police