The guys have given some good advice.
The choke size really depends on the distance and type of shots you're given.
Just so you know, in competition it isn't allowed to change chokes once a 5-Stand round starts. You see the birds, make your choice, and shoot all the way through. This is done to speed up the round.
While in practice this wouldn't be a requirement but it would be very impolite to make the rest of the squad wait while you changed chokes in each stand.
I've used everything from cylinder under skeet to improved mod. over mod. for 5-Stand competition. It just depends on the presentations and your personal goals.
Serious competitors choke for the tightest bird on the field to come as close to a perfect score as they can. If you're just goofing around you can choke for the majority of the birds which would usually be skeet or imp. cylinder. I have a friend that competes in the lower classes and almost always uses skeet for 5-Stand. Often times there will be one or two birds that really need a much tighter choke to break consistently so that is a ridiculous theory to me but again it depends on your goals.
In practice I'm trying to learn so I'll choke full just to keep the pattern small to improve concentration skills. But that is a serious handicap if you're just starting.

I too started shooting sporting clays and 5-Stand as practice for hunting, but it's addictive. I think my wife would have rather I took up heroin. I'd be home more and it's GOT to be cheaper.

Kyler