First, you need to let us know what type of gun you are looking for. Are you looking for an auto, pump, or o/u. That is how I usually start my search. For about a decade, all I shot for hunting was a Browning BPS pump. Didn't shoot many clays back then and most of my hunting was on doves and pheasants. The gun worked just fine. Then I started waterfowling and couldn't hit anything on the second and third shots unless I had a ton of time inbetween shots. Didn't know why this was such a problem because I had no problem with doubles on the skeet field while shooting my o/u. Then, I took the o/u waterfowling and had no trouble with doubles. Last test was to take the pump to shoot skeet. I was always trying to catch up on the second bird on doubles. Conclusion, the pump just wasn't for me after spending a lot of time shooting an o/u at clays. Then the light bulb went off. What about an auto? I had stayed away from autos for quite some time because I hated my dad's Browning Auto-5, but then I shot a friend's Benelli SBE and thought it was a pretty nice gun. Did some research on the different 3.5" 12 gauges out there and finally decided to cough up the dough for a Benelli SBE. I've been using that gun for almost all my hunting over the last 10 years, and that includes using it as a slug gun.
If you want a pump, I would recommend the Remington 870.
If you want an auto, I think Stoeger and Franchi might make something in the $500 range that you can pick up brand new. Both Stoeger and Franchi, as well as Benelli, are owned by Beretta now.
If you want an o/u for around $500, I would recommend a Stoeger. Not the best o/u in the world, but something that will work for several years if you take care of it.
In the end, each type of gun has its advantages and drawbacks. O/U's never jam, but they only have two shells and they are tough to load in a pit blind or where space is cramped.
Autos sometimes jam and they are longer than o/u's, but they have 3 shells and they are easier to load in tight spots.
Pumps rarely ever jam, they have 3 shells, and they are easy to load in tight spots. I just cannot shoot one for the life of me unless it is only for a single shot, or the follow ups give me plenty of time.
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The pond, waterfowl, and yellow labs...it don't get any better.
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