My approach is a bit different.
For regular skeet and sporting clay PRACTICE, I shoot the cheapest shells I can find - usually Nobel or Estate. Often I have to settle for 8's, when I prefer 9's for skeet. Not worth my time to reload, and as explained above the cost differences, if any, are a wash.
HOWEVER, when I want "Special Loads" I make them at home; Lighter loads for a 100 year old SxS as an example. If I'm really serious about shooting skeet league, then it is worthwhile to handload "hard 9's." Some hunting loads are hard to find, especially 5's and 7's - so I handload those.
The /discount/cheap loads are fine for practice.
JERRY