It does matter.
Rifled slugs are for smooth bore barrels, as there is no rifling, you need a rifled slug to get spin.
Sabot slugs are used in rifled slug barrels.
As for which is better, I don't think there's much of a difference in effect. IIRC a sabot slug/rifled barrel combo is more accurate as the sabot projectile has better properties for travel. But I'm not much of a shotgun expert so don't quote me on that.