Welcome Bryan,
Glad to have you aboard.
As for the CFX .22 I just completed grouping tests 2 days ago on mine. It shot extremely well with a variety of pellets but the 2 best pellets in my gun were RWS Superdomes and Beeman FTS. At 30 yards the Superdomes gave almost one ragged hole groups and the FTS actually did stacked pellet on top of pellet. I wound up doing the final sight in with the Beeman FTS pellets.
JSB Exact Express,,, JSB EXact,,,, Crosman Premier Hollow Points,,, JSB Predators and RWS Super Hollow Points also gave nice dime sized groups in my gun.
Not quite sure what you'll be using your gun for, but if yours is like mine you'll be able to pick one of several different pellets to suit your needs.
Again, welcome to the friendliest forum on the net and I 'll look forward to your future posts. Let us know how you make out.
Jeff