.22LR is the
only choice if you are even thinking about doing any range shooting, ( as in competition ),
because there 'aint no competitions that cater for the others.
(
Actually you can use .22mag in lever-gun silhouette but I don't think that is what the O.P is looking at.)
For paddock work, the .22mag takes a lot of beating as a
rimfire hunting round, but the ammo is pricey.
I've shot everything from rats to fallow deer with one. Many thousands of rabbits met their end due to that rifle. ( We had 'em bad! )
Actually wore the bolt out, I shot so many rounds through it. ( the spring wore through and started coming out the side of the bolt body - Marlin )
That was back in the early '80's and even then ammo was three times the price of .22LR.