Never loaded brass shotgun cases with smokeless, only BP. Forget the plastic wads, I don't even like them for plastic hulls.
As for wad sizing, do not go by gauge as every mfg has thier own size per gauge and some offer two or more sizes in the same gauge.
http://www.circlefly.com is the place to go for wads. Measure the exact ID of your cases and then call Craig and he'll tell you exactly what wads to use. He also has a wad sizing chart on the web site as well as some loading data. I've tried other wad brands but Circle Fly are by far the most consistent and highest quality available and Craig will take the time to return your calls and help in any way possible too.
I like a hard roll crimp just like they used on the OEM cases. I had my size and crimp dies made for an old loaded I picked up so I am not familiar with any current production dies for the brass cases but in any case, the crimp needs to be rolled and rolled hard. I anneal the tops of the cases after every third firing to help prevent cracking from work hardening of the brass. I use the .025" OS card from Circle Fly which is made from a gloss finish paper but I still seal them with hot wax. Best I found is the wax blend used on the extended burn or slow burn, whatever they call 'em candles. These are the ones that are much harder than a normal candle and have a very smooth shiny finish almost like they are sprayed with polyurethane paint. They'll run you about 5 bucks for two but go a long way. Melt the wax in a small pan plenty far enough away from the loading room and apply by dipping the top of the case into the melted wax and holding for about 5 seconds. I then just wipe the excess off the crimp area on the edge of the pot any extra I just wipe with a rag so there is none on the outside of the case and stand upright to cool. Only need a very thin coat of wax and don't worry, you'll likely make a mess of the first few rounds till you get a technique that works for you.
If you go with the heavier non-shiny OS wad, hold it in the wax a little longer to allow the wad to be penetrated by the wax.