There is no real simple "brand ABC-XYZ" answer for this one. The .22Rimfire whether short/long/long rifle/Mag is a persnickety thing at best, but that is a large chunk of the fun...finding the brand(s) of ammo that YOUR weapon likes the best.
My first 22, a Rem Nylon66 only liked the cheapest Federal lead bullet. Brothers Ruger 10/22 prefers the Winchester 'Wildcat'. My current 22, a very old Marlin 99, will work with just about anything it is fed, but prefers the CCI Mini-Mag. Oldest brothers Ruger 22 pistol, bought about 1972, eats anything, but targets best with Rem's "Golden Bullet" solid point.
So, get a box or 2 of every brand/style you can find, and blaze away. As an added benny, while looking for the "best round" you get lots of practice...
[I listed mostly rifle results, because I haven't shot very many .22 handguns.....Guess I need to go buy a Ruger Bearcat or Single-Six and fix that.......]