Size 8 and smaller, I tend to use a mixture of Stotz and lead shot. I tend to use the shot for fishing on running water where there is potentially a lot of 'shot-shuffling', and the danger of tangles if a 'swinger' drops off. I find it is easier to shake out tangles when using round shot.
The Stotz is deservedly popular and fits all the criteria I place on ordinary round shot: it is consistently soft, the splits are central, and they are of uniform size. I was lucky enough to find some excellent shot by Maver some years ago, and bought enough to last me a lifetime that seems to have come from the same batch. Unlike the Stotz, lead shot, even from the same manufacturer, varies a lot in terms of quality - especially softness.
Anything larger, I use the Anchor non-toxic stuff, which is made of tin or an alloy of it. The Anchor stuff is easy to open with a thumb nail and close with a finger pinch. Along with all the other substitutes, it is expensive compared to what lead used to cost in the now illegal sizes. I find that I use sizes BB, AB and AAA most. In my opinion, anything smaller is better achieved by using groups of lead 8s. Anything larger than AAA (SA, SSG etc) tends to fly off on the cast, and makes it an expensive option. Even using a silcone tube 'buffer' does not help with the losses in my experience.
I can't claim to have tried everything out there. The lead options I am happy with and won't need to stock up on anytime soon, but I will keep on searching for a better lead alternative.
---------- Post added at 06:28 ---------- Previous post was at 06:13 ----------
Something I did forget to mention in my last post was that I use Styl Pincers to fasten the shot on the line. I think that doing this ensures that pressure is applied evenly, which is important if you are to avoid line damage.
Also, when making rigs up, I will attach shot and slide them up the line. In doing so, each shot is checked for tightness. Once all the shots are attached, I trim off and discard the section of line that has had the shots initially clamped on.
If I do need to slide a shot a long way, I will pull the line to stretch it and wet the line with river water or saliva. Obviously, stretching the line makes it fractionally thinner - meaning that the shot should move more easily. Sliding shots slowly also avoids a build up of heat which can also damage line.
That's what I use and how I use it. Hope this helps.