I put the cheapest .22 rounds I can down my P22... Blazer Brass maybe? It's like $9.99 a box of 525 at Cabelas...
When I shoot it, I've never had a problem. I think one has failed to feed out of some 1000 shots... My girlfriend on the other hand? She can have a failed feed every other magazine... I'm not really sure what the problem is either, I can't see any sort of limp wristing, etc. Similar problems happen with my XD9 as well with her though and I've never had a problem.
XD-9 SubCompact -- Walther P22 -- Savage 110 -- Mossberg 835 -- Ruger 10/22 -- Bushmaster 16" AR-15