You can get an excellent air pistol for the price of the cheapest .22.
And ammo will cost $0.01/shot. Furthermore, a good air pistol is even better for teaching marksmanship than a .22.
CB's are expensive. Why re-invent the air pistol? And hey, you can even get a .22cal air pistol if you want!
I have one of these, if you like CO2 guns:
http://pyramydair.com/p/walther-cp99-pellet-gun.shtml
accurate, fun. double action and single action with decocker and correct mag (CO2) release. about 60-80 shots per cartridge with 8-shot rotating pellet mags.
For precision single-shots, I think this is probably the best in the price range (tho I'm not fond of their rifles):
http://pyramydair.com/p/gamo-compact-competition-air-pistol.shtml
I think the Beeman P1 and P3 are clumsy. (the P1 comes in .177 and .22)
(I have a Beeman/Webley Tempest and would not recommend it, but the german-made Beeman imports are TOPS)
And if you want a pistol you can pass down to your daughter when she's shooting at the olympics, get this one:
http://pyramydair.com/cgi-bin/model.pl?model_id=1419
:-D
The best shooters I know practice with air pistols regularly. My original pistol mentor put 3 pellets through the same hole standing, unsupported, at 25yds - with a PUMP pistol. Dang circus tricks.
I love me some air pistols. No paperwork, no waiting period, cheap quality ammo in the mail (RWS Hobby pellets are a best performer for the money), and no hazardous or expensive solvents.
You can even do draw/fire drills in the basement with a homemade pellet trap (check your local ordinances).
-Daizee