.22 LR rounds are dirty. Cleaning more often than not is a good idea.
CCI ammo does seem to be the cleanest .22 round that I've used. I've used a few different brands as well.
CCI and Winchester are the preferred companies rounds I use. I've started using 40 grain lead nose rounds from Winchester for my rifle only (a CZ 452), and bulk ammo for my pistol. Lately that has been Winchester, but that changes every so often from my local ammo supplier.
My CZ just really likes the Winchester Super X so I hate to mess with a good thing. All firearms seem to like some rounds better than others after all.