Depends on the game. Squirrels are what I'm after. Any pellet shot at 600 fps or so that hits the vitals will take a squirrel fairly quick, inside 50 yds. For this task an accurate, Mid to Heavy weight, {8-10.5g}, round nose pellet works best for it. Round nose have the highest ballistic coefficient, and heavier pellets retain more energy at distances beyond 25 yds.
As range and loss of velocity comes into the picture you will find that some pellets hold velocity better than others, but not as much as one would think. Without a doubt the heavier the pellet the greater the retained energy. This is the key to sure kills at most any shot angle. Especially if you are after the bigger squirrels, some people call them rabbits.
I like to find the most accurate, "heavy" pellet in a "round nose" configuration. In .22 cal I like the 21g, Beeman Kodiak. In .177cal I like the 10.5g Crossman Premier "ultra magnum." These round nose pellets are; not too heavy that they "falll" out of the barrel, and not too light that they "have" to be shot at 900fps to be effective at 50 yds. I would stay away from the redicuously heavy pellets unless you own a scuba tank with a barrel screwed on the end of it.
Inside 25yds, just hit'em in the vitals.