I have tried just about all the 22 mag ammo out there. The best shooting by far in my rifle was the Remington Premier 33 gr V-Max, or what ever the weight is. These are also fairly good in the terminal performance range. It is extremely pricey around my neck of the woods so I tend to not shoot them much.
Another good brand to try is the CCI Maxi-Mag. They shoot well enough for the money.
As far as out right destruction, the best I have tried is the CCI Maxi-Mag with the TNT hollow point. Not the best shooters around, but very destructive. Next in line for destruction I would have to say the CCI Maxi-Mag + V. More or less the same as the TNT hollow point version, but with a conventional hollow point.
CCI has come out with a new 22 mag round with a V-Max bullet. I have not tried these, but if you can get your hands on some, give them a go and see.
But really, you will have to buy a box of anything that you can get your hands on and try them in your rifle. 22 mag ammo is much like 22 LR ammo, it depends on the rifle. Find out what yours likes the best and go with it.