my experience mirrors Greg's on wild roosters. I like a bit more choke to penetrate the back of a going away bird. Crossing birds and incomers are a different story, but we do not get that many of those over my Springers compared to the going away birds.
One thing that I learned in those days is that shot penetration on pheasants has a lot more to do with pellet energy than it does with choke. In cold weather, even #6 shot can offer marginal penetration on going-away shots due, I suspect to the effect of the cold on powders and primers and, possibly, to the ability of plastic wads to "seal".
Increasing choke results in a decrease in pattern area, but an increase in pattern density--the result being a pattern that's more effective at longer range. Although the shotgun remains a short range weapon, the discovery of choke made it into a slightly longer range weapon.
Another reason that penetration on pheasants becomes more of an issue in cold weather is the birds themselves. Early season, you're shooting quite a few roosters of the year that aren't yet fully fledged. While birds don't grow a heavier coat of feathers to keep them warm in winter (as do many mammals), by late season the birds of the year will be more heavily feathered than they were just a couple months earlier, simply due to maturation. Late season pheasants are also carrying more fat than mid to late October birds. They're storing it up as extra insulation to get them through the coldest part of the winter, when snow can be deep and food scarce. Especially on going-away shots at some distance, penetration can be an issue.
