It was, as you can see here, comically deformed. Conventional shotgun wisdom held that the more perfect the sphere, the better the pattern. Hevi Shot looked like byproduct, not pellets, but it patterned more tightly than the best lead loads despite (some say because of) its mutant shape. Hevi Shot's density meant could shoot smaller shot slower - with less recoil - and still outperform any steel load on the market. Or, you could drive big loads of Hevi Shot at high velocities and have the most lethal shotshells ever made for hunting. Hevi Shot's tight patterns changed turkey hunting, too, making 40 yard guns into 50 yard guns (whether that is a change for the better or not is a different argument).
The invention of Hevi Shot prompted Remington, Federal and Winchester to develop their own similar HD, Heavyweight and Xtended Range pellets. Given the scarcity of raw tungsten, none of them are cheap and none ever will be, but all of them outperform any lead load ever made.