A lot of trainers teach that when your pump shotgun is empty, you should pull the bolt back, load a round into the ejection port, and push the bolt forward.
This is supposedly faster than loading from the magazine tube, but its speed is predicated on the assumption that you'd know exactly when you fired the last round, then pull the bolt back and leave it back.
That's a bad assumption. In a fight, it would be difficult to keep track of how many rounds you fired, especially if you're loading extra rounds into the mag any time you get a chance.
As a matter of training, every time you fire a pump action shotgun, you should automatically, without pausing, rack it completely, all the way to the rear and then forward. Your bolt should never be just sitting open to the rear during a fight. If your bolt is forward and you hear a click, the easiest thing to do would be to load a round in the mag tube, then rack the bolt completely back and forward to load the round. This has the advantage that you only need to practice one way of loading, which is a big advantage in keeping things simple.
Loading through the ejection port, you can load from the top, in which case you might have problems if you ever mounted an optic, or you can load from the bottom, which requires twisting your arm uncomfortably.
Loading through the ejection port, you turn the gun slightly inward to help the round fall in to the gun. Loading through the mag, you turn the gun slightly outward to give your support side hand access to the mag tube, which is consistent with the same direction you turn a handgun or a carbine when doing a speed reload.
Loading your first round through the ejection port when doing an administrative load is fine because the bolt starts out back because you started that way to show the gun was unloaded. But once the shooting starts, why would your bolt ever be back? This is perhaps a matter of training and preference, but I like to keep it simple.
Every time you fire, rack the bolt fully. Every time you hear a click, load through the mag(the same way you always load) and rack the bolt. When you get a chance, load more rounds through the mag.
Every time you fire, rack the bolt fully, except on the last shot where you only pull the bolt back You've been keeping track and you know exactly when you're on the last round, and you're not afraid of inducing a double feed if there indeed was one more round in the mag. Port load a round and push the bolt forward. When you get a chance, load more rounds through the mag.
For more technique tips: http://jumpthestack.blogspot.com/search/label/shooting%20tips