I think P-S says it all, Go to a club, most folk are very friendly and generally shooting well set up combinations. I am always happy to let someone shoot mine and have generally met like minded folk. It will give some insight into the scope you might like.
I would certianly suggest 2nd hand, you will probably pick up gun, scope and bag for less than the cost of a new gun.

As for .177 or .22, it's a matter of personal choice as you can see on this thread.

ATB Voldy