Personally I'd stay away from the smaller shot and really try hard to find a 4 buck load. I tried the 3" "heavy metal" BB loads in the OP's first post last year on coon and was unhappy with the penetration but also with the how bad they raked the fur. Way, way to many shot pellets. This year I've stepped up to 4 buck and am much happier. I'm using el'cheapo "Royal Buck" brand with only 21 buckshot and a full choke and am getting good patterns and thus results out to 25 yards. I'm sure with some testing, good 3" loads and my extra full choke I could get out much farther on fox and coon sized critters without destroying the fur and 25 yards is far enough on my coon shooting. Like I said, my cheap loads only contain 21 buckshot, move up to 3" Federal loads and you'll get almost double at 41. Just can't see getting much better than that without blowing half the fur off, even on small bodied fox.
Top that off with Federal 4 buck loads in both 2 3/4" and 3" , plated or bare lead being widely available and still a $1 - $1.50 per shot, you don't get much cheaper for critter getting shotgun ammo. Of coarse you could always go with the Royal Buck crap I'm shooting ($2.50 per 5) but range will suffer big time.