Personally, I think way too much time is spent worrying over parallax "problems". Sure, the presence of it can affect accuracy, but under MOST circumstances it isn't much.
Think of it this way: Most .22 scopes are set at 50 yds, but people probably take most of their shots at small game at 20 to 30yds or so and never think twice about parallax. Most centerfire scopes are set at 100 yards and people shoot at big game (admittedly a much larger target) anywhere from 25 to 300 or 400 yards with no concern.
Now, if you're shooting benchrest competition where a quarter inch will knock you completely out of contention then it's something to concern yourself with.
Lastly, if your eye is perfectly centered behind the scope there is no parallax, regardless of what range it is set at or what range you're shooting. Parallax only occurs when your eye is misaligned with the scope and the range you're shooting is different than the scope is adjusted/or set for.