What can you hunt with the sabot?
Pretty much any larger animal you'd shoot with a rifle, for example deer, antelope, elk, hog........ boy I wish we had hogs here.

It's a slug, like a over sized bullet. Makes a bigger hole, shoots out of a barrel with rifling to give it accuracy, just like a rifle. Just doesn't have the distance. I think most people shoot at 100 yards or less. That's the reason for shotgun only areas. They don't want a person out there with a rifle that shoots 300, 400, 500, etc. yards. Usually there's a bunch of houses or livestock in shotgun only areas, so for safety they make it shotgun only. That doesn't mean you have to shoot shot shells, you just have to use a shotgun so that you can't shoot long distance.
Regular shot shells are for birds. You'd have to check your local laws but typically steel shot for waterfowl : ducks, geese, etc. Lead shot for upland : pheasant, grouse, quail, turkey, etc. In most if not all states it's illegal to shoot birds with a rifle.
A good 12 gauge Shotgun, with Field Barrel and Short Rifle Sight Barrel (for Home Defense or Slug Hunting), and a .30/06 Bolt Actioned Rifle, and you've got most of it covered in the Firearm Department.
Some people will debate about the .30/06 but I totally agree with jwc... I may have old school thinking but I believe the .06 is the best all around rifle round. It has a heck of a knock down for large game, and it's a fairly flat shooter for distance. My .06 is sighted 1" high at 100 yards, and shooting a 165 gr. bullet is dead on at 300. People will debate the math.. trajectory, bullet mass, etc. Hey all guns shoot differently this is what works for me.