I really like .22 magnum. I stocked up a couple of years ago, when the price was much lower. Nowadays, .22WMR is more expensive than FMJ 9mm. Unless you have a specific need for that cartridge (such as coyote removal), .22LR is going to be far, far more affordable for plinking.
I have a Ruger Single Six, a Ruger LCRx, and a Rock Island 1911 semi-auto all chambered in .22 WMR. Knock on wood, out of the thousands of rounds I've shot over 40 years, I've never had a dud round of .22 WMR. The revolvers will shoot anything. The semi-auto can be a bit finicky when it comes to feeding because of the long narrow cartridge and the bullet nose shape.
I've shot Federal Small Game 50 grain, CCi MaxiMag, Hornady Vmax, Winchester Super-X, Armscor nickel plated, and I carry Speer Gold Dot in my LCRx. As stated, they all function in my revolvers. I don't hunt with them, so I can't say which is the most accurate. Of course, that often depends on the individual firearm and what it prefers. Happy shooting!