The pool I am using right now supports setting difficulties from 1 to 32:
https://bitcointalk.org/index.php?topic=44024.msg1289539#msg1289539

However, if I chose anything higher that 1 I get every few seconds "share below target". I think I understand that this is not an error, but as far as I can tell it's not beneficial for the pool...

any hints? Or even suggestions for pools that might be better suited for me? Thanks a lot!

cgminer/stratum with:
3x FirePro W7000
1x FirePro W5000
1x FirePro 4800