Picking the right one is a matter of compromise. Instead of basing your shot-size decisions on a single Hail Mary that killed some hapless greenhead 10 years ago, spend an afternoon patterning your gun at various distances with different pellet sizes. You'll find out how unlucky that poor duck was. Choosing shot size requires you to perform a balancing act between energy on the one hand and density on the other. Bigger pellets hit harder, but there are fewer of them in a given charge of shot.
Smaller pellets produce more hits but with less punch per pellet.
Somewhere lies a happy medium. For close-range shooting, smaller shot often proves more effective than larger pellets simply because there are more small pellets in a given shot weight. Out to 30 yards, most reasonably appropriate pellets carry enough energy to kill. Moreover, smaller, more numerous pellets fill out the pattern fringes, adding margin for error if you mispoint the gun. That's why steel 6s perform poorly in terms of foot-pounds but hit ducks like hammers in the real world, at least when they are used with open chokes at ranges under 30 yards.