The only shotgun I have any extensive experience with is my Mossberg Maverick 88 12 gauge pump. Wife got it for me while we were still dating, it was only $198 including tax, NICS check, and 2 boxes of target shells. I still have the receipt somewhere lol. It is very similar to the model 500, most of the parts are interchangeable, including barrels and stocks. I have yet to find an aftermarket pump that fits it however, which sucks because I need one lol, not that the part was bad but because I drilled it out for a couple rail sections, mounted a vert grip and light, and figured that shooting hot 3" loads from it in pistol grip config would be ok LOL! It broke the grip and cracked the pump a bit, which is why I need one. I have no doubts that if I wasn't a tard it would have held up a LOT longer.
I have wondered if I could somehow retrofit a nicer 500 pump to it, everyone says the part won't fit, but I'm not sure I couldn't make it work.
At any rate it's been a hell of a shotgun for what it is, and you can't beat the price. I've had top folding stocks on it, M4 collapsible stocks, regular rifle style stock, and it's current configuration, pistol grip.
I have had a red dot sight on it, just for kicks, have since removed it since it's pretty well pointless. It did however look really cool LOL! I currently have an 18.5" barrel with a heat shield on it. Originally it came with a 28" ribbed barrel threaded for choke tubes. I have a modified choke and an extra full extended ported turkey choke for it as well. I actually think I have way more than I think I have for it lol, but that's all I can think of off the top of my head.
Take a peeky at Browning, some of their shotguns can be had for around $600-$800 and they're supposed to be pretty damn sweet ;)
If your pockets are deeper than mine, check out the Benelli M2, it's a semi auto shotgun, VERY popular in 3 gun competition. I know for a fact that Miss Janna Reeves uses one for competition, she has been doing very well. I hear good things about their M4 line as well.
Nothing wrong with the 870, it's a nice gun at a nice price. I however absolutely hate the pump release. Located on the front end of the trigger guard, and while it may seem convenient, wait until you operate it in the middle of winter. It will pinch the hell out of you! Perhaps I'm alone in that one, I haven't heard anyone else complain of it but it's something to think about.
Not sure about the Weatherby, it sounds nice, no experience with it though. I will say that Weatherby isn't known for making junk.
Hope I helped you dude!