I have the Marlin 25MN. I too am smitten with this caliber. I stepped up when I shot a squirrel with the traditional LR at about 80 yards, and the Federal hollow point literally bounced off! I found the bullet in complete form on the ground nearby.
Yes the ammo is more expensive, but when you look at the increase in performance, you kinda get what you pay for.
In the past, the ammo was produced in such small quantities that quality control was poor, and they were highly inaccurate. Alot of old-timers will say that the WMR is poor on the accuracy scale. With ammo it likes, my Marlin is totally capable of outshooting me! Ammo quality is greatly improved over just 3 years ago.
Velocity and knockdown are well above and beyond the 22LR, and do equal some of the slower loadings for the 22 Hornet.
Here is how I came to my decision about a 22MAG vs. a Hornet.
Marlin 25MN--------------------------$189
Simmons 8X32 scope with rings---------$55
Finding the ammo it likes------------$105
Spare mag X2--------------------------$21
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Total $370
Remington bolt action in 22Hornet----$599
Simmons 8X32 scope with rings---------$55
Rings that would fit action-----------$69
Finding the ammo it likes------------$229
Spare Mag-----------------------------n/a
Lee anniversary kit-------------------$75
Dies----------------------------------$25
Misc reloading accessories-----------$200
Brass---------------------------------$59
Remington bullets---------------------$63
Powder--------------------------------$16
Primers-------------------------------$50
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Total $1440
Now of course if you were already reloading, many of these expenses would be thrown out, but I was not.
Difference $1070!!!!!!!
I can shoot ALOT of factory 22MAG before the cost savings of reloading would come into effect! Years worth maybe even a rebarreling!
Also, the 22Mag has made some friends and enemies for me. People are facinated by the round. More people ask to shoot a few from my MAG than have ever eyeballed any gun I have owned. Benchrest and shillouette shooters either love or hate me. The shillouette people know its only a matter of time before the MAG is allowed into competition. The Benchrest guys border on violent disdain for anything that may intrude into their sanctum. I'll explain...
Went to the range last week, out popping squirrel targets at the 100 yard mark. A guy was practicing BR a few rows down. (Naturally he had his $2000 rifle and another $2000 in accessories all laid out in front of him). He had the gaul to ask me to move (even though I was there first) because the report of my rifle was diturbing his rhythm?????
WHATEVER!
The MAG is lots of fun, and I feel safe dropping up to coyote size game with it, something I never would have tried with a LR unless I was right on top of them.
FWIW, IMHO......The 22WMR rocks, and is here to stay!
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I thought I'd seen it all, until a 22WMR spun a bunny 2 1/4 times in the air!