I guess it depends on the the situation. Regardless, I try to stay with one of my trusted .22LR, non-hollow point as the .17 is too hot and wasted on squirrels.
1) .22LR; Close shots, in the head shot. Further out, neck shot and lastly, shoulder.
2) In one of my best spots, the land owner requests that I use a shotgun. In this case, I take my Savage-24BDL, .22Short over 20GA.
3) My .36 side lock and this one I enjoy the most.
At the end of the hunt, I clean all my squirrels in the field, roll them up in a plastic grocery bag and stick them back in my vest. This way I leave the mess, in the woods, for the hawks. ....
Be Safe !!!