I shoot a lot of rimfire....primarily rimfire, actually.
CCI's are almost always a good, consistent round in most .22lr. The only exception being the Stingers which use a longer case and can be a bit inaccurate.
The bulk stuff is pretty much all crap. The Remingtons you see at Wallyworld are perhaps the worst thing in the world and Remington should be ashamed. The only bulk I've ever shot that was worth a dang is the Federal Automatch.
You may also want to try some of the Aguila loads. The Super Extra and Super Maximum are hi-velocity rounds that do pretty danged well and are priced really well.
22lr's pistols and rifles all have their quirks and tend to like different ammo's so there isn't any standard rule. The best thing to do is to buy some 50 round boxes of different brands/loads and go try them. It's cheap to do and it gives you a good excuse to go shooting!
Now, just to stir the waters, here are my thoughts on the .22lr as a self defense load.
You could do worse, such as having no weapon at all. I know it isn't the hardest hitting, but a HV round will go through a rabbit at 25 yards from a pistol. It'll surely do some good damage to an intruder from the typical self defense distance of 12 feet. Use CCI v-shock fragmenting load and you're sure to do some damage. Is it the best for the job? No. But it is better than nothing.
I own a .25 auto that I inherited from a friend when he passed away. And I always thought he liked me.
I guess not. Anyway, I've owned it for about three years and hadn't ever taken it out to shoot it so I did just that a couple of weeks ago. It's one of the little pocket guns with a 2" barrel. From 15 feet only 13 of 20 rounds got on an 8.5" x 11" paper. I guess you could say that it shoots to 1MOBG (minute of bad guy). FWIW I keep it hidden in the dresser drawer just in case. It's right next to the Taurus Judge and that'd be the first grab, thats for sure!