I like them both. 22 cal pellets are easier to find locally (but are generally generic ones with higher level of variation in pellet to pellet size/shape/weight) but I usually just order pellets in bulk (multiple tins of the guns preferred pellets) via mail order. Pyramid Air does buy 3 get one free (buy 4 and get 1 free on some sizes) so it becomes pretty easy to stock up on what works for you. You have to realize that airgun hunting is done with subsonic pellets much lighter than the corresponding rimfire or centerfire bullets. For me, I would use a 25 cal gun for pest work just for touching/crushing more flesh. My preference for pesting are Predator Poly Mag pellets. Basically they are like a tipped match bullet. Very accurate and kill well if your gun likes them. I use them in 22, 25 and 30 caliber versions. Generally, 22 cal pellets are cheaper and sold in larger volume packages than other sizes.$160 all in is great! I didn't really have a specific budget because I didn't really know what the market offer, the podcast with James inspired me but I definitely wasn't about to drop 2 grand plus for some plinking. Would you suggest .25 or .22 for any sort of pest control?
Honestly the 22 vs 25 discussion comes down to the pests size, body covering (fur or feathers), and distance away.
Jay