As a proffesional machinist/amatuer gunsmith, I would say ALLWAYS have some sort of Choke screwed in tight to protect your threads, it doesn't matter if lead technicaly won't destroy steel threads, trying to screw in a choke afterwards or trying to dig the lead out of them most definately WILL.
If you want to shoot "unchoked" then just get one that is open, not to mention you can get a rifled choke that will greatly help accuracy with slugs.
Like "bofe954" I decided to go with a Rem. police 870, fixed choke cylinder bore, a real K.I.S.S. gun, if I want to shoot sluggs I just get a box of rifled slugs and don't worry about chokes.