rimfires aint for handloading. if you are worried about cost of ammo, get a 22 long rifle instead of a 17. you just cant get a more economical and fun gun than a 22. yeah, the 17 is faster and sexier; but the 22 does everything i need it to do and gives me more options. i can shoot high velocity hollowpoints, and super quiet shorts, and lots of in between options.
not knocking the 17, but if you are worried about cost of ammo (the main thing stopping me from getting one), the 17 probably isnt for you.