Reasons to start with .22...price of ammo...noise level...recoil, extremely large variety of choices from revolvers, semi-autos, single shots Olympic level competitive pistols, all the way down to plinkers...oh, and did I mention...the cost of ammo?
Personally, I have four .22's. I would guess I shoot the .22's to 9mm about 10:1. I prefer Camden built High Standards for pistols and Marlin or CZ for rifles (all 22's). Savage makes a good .22 rifle too, but I don't have one. Some of the really good .22's arn't made anymore, so don't discount used.