I've had the best luck with stingers too, Wildcat is a favorite for me, although the CCIs perform well too. The "by the pound" varieties are ok for cheap plinking, but lack the quality and punch of the stingers for game.
Here's a nasty little small varmint round: http://www.sportsmansguide.com/cb/cb.asp?a=49925
They're great little lung shredders or brain scramblers, the target rarely goes far if they do bolt at impact. Check your state's law before ordering though, some states may disallow frangible or "dum-dum" rounds.