I had .22's for many years.
Starting in the 1980's I preferred .22 caliber for my pellet guns, had some .177 too. Believed that the .22's had more killing power, learned that was not so much the truth. Did some shots through phone books, and yah, the .22 has a slightly greater shock effect in the holes. If you are going for mammals they say go .22 or .25, .177 for birds. But I have shot my share of medium sized mammals, and large birds finding the .22 wanting.
About 7 years ago I noticed I was missing too much with the .22's I still had, did some research and at longer distances the .22 has quite a rainbow trajectory, switched to the flatter shooting .177, accuracy hits went way up. Unfortunately the .177 has a history of literally punching through pest birds, not all the time, but sometimes, the birds fly away and then die 50 yards distance or so, so you think you are missing.
The sound on a .22 is louder, the slug is bigger and tends to be more easily seen on the ground.
I currently have a multi-pump Daisy 901 ($60.00 new) and an RWS 34 bought 7 years ago, around $240.00 new back then. Both in .177. The ammo is much cheaper for .177 too.
I periodically think of getting a .22 air gun for variety, but not sure what I would use it for now.