I have an Olympic-style airgun (Baikal 46M) that I use on a regulation 10 meter range (33 feet) that I have in my basement and using that gun has helped my shooting significantly. If you have access to a basement where you can set up the range (it makes no noise), then I would rather go with the airgun than a .22; you will have more opportunity to shoot (it's in your basement) and it is vastly more cost-effective (500 rounds costs less than $10.00).
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I use a PX4 version of my real one during the winter in my basement as well. The controls are all the same. Mine makes plenty of noise!
I agree on getting a .22 for practice. I have a SW 22A with a red dot on it. It gives me the opportunity to shoot as much as I want without breaking the bank.
What I normally do is take the 22 and 1 or 2 of my other guns and start with the 22 then shoot a magazine or two from each of the other guns.
That way I get my larger gun fix while still getting in as much shooting as I want using the 22.
I don't see how anyone would think of a 22 as a baby gun. Remember it's all about practice.
There's no doubt that shooting a .22 will save you money. If your 40 cal costs $17 per 50, you'll spend anywhere from $7 per 100rd (CCI Mini Mags at WalMart) to $17 per 525rd (Federal Bulk at WalMart). That's $0.27 to $0.30 per round of savings, so if you shoot 500 rds per month that will save you $135-$150 per month. At that rate a new .22 semi-auto or revolver will pay for itself quickly, plus the continued savings.
Of course practice with a .22 will not be the same as with a .40. Based on the specific .22 gun or conversion kit you choose, the shooting experience can be similar (but not the same) and you're still practicing the same shooting fundamentals regardless of the feel of the gun. The big difference is that you can afford to shoot A LOT MORE.
My personal experience... I purchased my first gun 3 months ago, a 9mm. I found it to be expensive, so I purchased a .22 of the same weight and size. I'm shooting more and saving money. It's definitely different than the 9mm, but I'm still learning and it's still fun. I recommend it.
Don't they make .22 conversion kits for glocks? I just got one for my CZ and it's money well spent.
Airguns are a fine way to improve one's skills. My favorite Air Pistol is a Fienwerkbau 65 that I inherited. But the Daisy 717 is just as accurate. Not terribly sophisticated, but they work well. I've had mine for 20 years.
I guarantee that your follow through will improve with an air pistol. Very slow moving pellet in a relatively long barrel... All of the technique is required, you just aren't getting the recoil. Great way to not develop a flinch, or to fix one if you have.
Fire a few thousand pellets in serious practice and then say your skills haven't improved. I bet you can't.
Pellet guns are a great idea -- even cheaper than a .22, plus you don't have to go to a range or other special location. But, they don't go BANG.
I would imagine that Gen 4 conversion kits are forthcoming in the not too distant future.
Good kits aren't cheap, but it's nice being able to bang away with my CZ and not worry about hunting for the brass. I have a Ruger MK3, it's a fine gun, and it was cheaper than the CZ kit. I think there is something to be said for being able to use your SD gun for both. The controls don't move and the trigger is the same. I'm seriously considering one for my 1911 down the road.
The fact that you loved to shoot it at the range doesn't change your need for SD training. You have already put 500 rounds downrange. That's the horse before the cart IMO.
Forget the 9mm in this equation. It is not THAT different than the .40 and you already got one of those that you love!
Your best bet in the long run if you want to shoot a lot, is to reload. I know this from trying to compete in SASS with factory ammo!!! DUMB! Reloading will allow you to practice with the gun you are going to use for SD, AND you will be shooting the same general round as well. Practicing with a .22 is a distant second choice from a self defense point of view IMO. A "conversion" while being costly, is your best bet .22 because it keeps you using your actual weapon.
Could be you will find that you enjoy both target shooting and self defense practice. The thing to remember is that these are two distinctly different modes. Your best to keep it that way!
If you want to shoot your 9mm defensively, then practice with it, and not with a similarly-configured .22 LR rimfire.
Practice with whatever is available, that you can afford, and learn not to be affected by recoil, if you want to be any good at all with a pistol. If you're concentrating on sight picture and trigger pull, a powderpuff like the 9mm is not gonna be that hard to adjust to, after firing a .22...in my opinion, of course.