I suggest you add a decent air rifle to your inventory with which to practice. I don't know what your ammo prices & availability are up in the Great White North, but down here ammo is hard to find and expensive when you do. BBs and pellets are cheap.

As for caliber, what in particular do you plan on hunting? .22s are good for squirrels and rabbits but any bigger critter can be problematic. I'm a fan of .22wmr (aka .22 mag) and headshots but the .22wmr ammo costs a lot more than .22lr cartridges.

-Blast