I use 40mm cannon rounds from reloadableshells.com. My standard load is a combo of 34x #4 pellets with 16x single 0 pellets (just 'cus it fits and gives me 50 pellets per shot). Got chalk rounds too (but they are getting pricey) and 12g adapters.
Reloadable shells has some other cool rounds (4x.410, 12x .22, 18x .22, smoke casings, and multi-bbl cannon rounds) but they aren't cheap.