Miller John, Welcome to the forum! In my experience, Big 5 is usually not the price leader on ammunition, although I do give them credit for usually having a box or two of 6.5x55 and 8x57 ammo on hand. Turner's is ok, but for ordinary .22 ammo don't be shy about trying your local Walmart if price is a major consideration. Just keep in mind that if you have a decent gun store nearby it's not a bad idea to throw some business their way so that you have a continued source of guns, ammo and other related stuff. Turner's is not my favorite place by any means but they are worlds ahead of WallyWorld in terms of service and selection. Turner's also tends to carry a variety of .22 ammunition including some of the more expensive target stuff if you really want to se what you can do.

As far as brands go you need to see which ones work best in your individual firearm. I've had great luck with CCI Mini Mags in my semi auto firearms but not necessarily the best accuracy. Experiment with different brands, it's cheap and it's fun.