DON'T bother with a 410. The 20 gauge is better in all ways! I really like the post above about the fun of hunting squirrels with a partner. I agree the best way is with at 22 and learning to pick your shots. I have had some poor experences with regular 22's and now use stingers or the 'sgb'small game bullets for better clean kills.
This is the way to really learn how to hunt and enjoy being in the woods. DO IT.