Depends on what it is choked.
Yes, you can shoot 3 inch shells from an 870 Express. Best way to make sure is to look on your barrel and your receiver. There should be some mention of 2 3/4th in. shells and 3 in. shells.
The Express version of the 870 Remington is normally either 12 or 20 gauge. Gauge desigantion is marked on the barrels left, rear end.
Yes: A Remington 870 shotgun with a modified choke will shoot any commercial shotgun slug.
Each weapon will exhibit a preference for a certain maker/load combination. The only way to know is to shoot as many different loads as you can find.
The 870 Wingmaster is still made in .410
the express is the cheaper model Remington came out with. There are many more models like the tactical ones and the wingmaster. The wingmaster is one of the better quality models.
Around $350 depending condition.
There are many places one might go to find a review for the Remington 870 Express. The most reputable resource one has is the Consumer Reports website.