#4, 5 & 6 are most often used for rabbits, but many are killed by upland bird hunters using #7-1/2s.
As you move up to larger shot sizes, pattern density suffers but penetration improves. For hunting for food, larger shot is usually better because it will be more likely to penetrate completely and not end up cracking a tooth. For shooting garden pests, the shot size is of far less concern and you may find smaller shot sizes will work as well.
As mentioned above, 40 yards is a very long shot for a .410 with conventional ammo. #6 would come closest to giving you adequate pattern density.
"Full" choke is almost universally used for .410s, in an effort to maintain pattern density with the very light shot charges used, although sometimes "Modified" can provide better patterns, especially with larger shot. If you really do intend to shoot to 40 yards, I would suggest patterning your load(s) to ensure you've picked the best one for your use and to understand your gun's limitations.