It is possible to reload 22 but it's basically an exercise in futility.
I've reloaded quite a bit. All the calibers you want to reload are pretty common so the individual components are fairly cheap. Unless you reload a ton though, or buy in large bulk, you're honestly not going to save much, maybe a few cents per round. Most guys I know that reload do it to make cartridges that are consistenly more accurate than what you can get from the factory. Ironically though, a lot of reloaders attempt to replicate Federal Gold Match rounds, probably one of the most accurate factory loads available.
Progressive presses are good for reloading pistol rounds, regardless of shooting competitively or not, but the big thing with a progressive is that the reloader wants to pump out a lot of rounds quickly. I like to shoot a lot of rounds so that's why I like progressives for pistol cartridges.
For rifle rounds, or if you're reloading a pistol for match situations, a progressive is hard to consistently get absolutely identical rounds. Instead, I'd recommend a turret press. It's slightly quicker than a single stage, plus it's a lot more controllable in terms of repeatability in loading. For accuracy, you want to be able to reload each round as consistently as possible.
My biggest thing, and it's for safety, is that if you're reloading a bottle-neck round, which includes almost all rifle rounds and a few pistol rounds, is to pay particular attention to neck and shoulder length. I could go on all day about those two measurements, but honestly it'd be much better to get a reloading manual and study the various lengths associated with the cartridge your reloading. Plus, you can't beat actually having someone show you how to do it, reloading isn't one of those things you can just wing.
Reloading is safe and cheaper, but don't be lax on doing it, otherwise you can literally blow yourself up.