The typical recommendation is to try different brands and see how they shoot in your individual firearm. Evidently there is a lot of variance. I would avoid the real cheap brands.

Congratulations! Yes indeed, a 22 is the foundation of what can become nice selection. Since you state that this is your first, I have to ask - How experienced are you with guns? If you haven't much, a little bit of competent instruction will go a long way toward building good habits.