I just went through this a few months ago, as I love to shoot pistols, but even 9mm ammo has gotten too damn expensive!
I was planning on getting a Sig Mosquito, because I love their 9mm and .45 pistols and the possibility that the Mosquito could be anything but another perfect pistol did not even occur to me...until someone warned me that it had issues, so I looked into it. The Mosquito was designed to use the Mini-Mags, it needs the extra powder to run reliably. Sometimes it can be reasonably reliable on good quality .22LR, but which brands work with which pistol is iffy. Since I already have a ton of cheapie .22 LR, buying all new (expensive) mini-mags was not an option.
I then looked at the Walther P22. It is more forgiving on ammo than the Sig, but still kind of picky and has quality issues. There are several revisions of the pistol and magazine out there, each one including minor improvements to function and quality. There is also a large and very nice write-up (.PDF file) on how to make the P22 better (where to polish and grind). In the end, I decided I did not like the quality (lots of plastic and die-cast metal). It is also just...tiny! I have small hands, but even in my hands, the P22 felt very small.
I then started looking for a Ruger Mark II/III, and a gun shop owner suggested the Browning Buck Mark instead. The Buck Mark has excellent quality (all steel) and great ammo tolerance (very hard to find anyone complaining about it), but is lower cost than the Rugers. I bought a Browning Buck Mark "Camper" and have been very happy with it. I have about 1500 rounds through it now and it is very accurate and rarely misfires, even on the cheapo 10-year old .22LR ammo I had. Cleaning consists of locking the bolt back (both sides of the chamber open) and scrubbing the area with a toothbrush, then maybe adding a little oil. I do not even bother cleaning it half the time.
I cannot say if the Buck Mark is better or worse than a Ruger, but I am very satisfied with the Buck Mark and the GF now claims it whenever we go shooting.