Overall, it generally costs more to buy a single cylinder gun and add the other cylinder later. Add that to the various troubles outlined by Carl above re: cylinder fit and there is no doubt that buying a revolver with both, matched, factory-fitted cylinders is the best way to go.
But since you mentioned primary interest in the .22 Magnum, you could search for a .22 mag only revolver. I found a stainless single-six where the original owner had misplaced the .22 lr cylinder and I got it at a great price because of that. Since the RSS barrels are overbored to accomodate the .22 magnum bullet diameter, to the detriment of .22lr accuracy, I just use this revolver for .22 mag shooting and use my KMK512 auto pistol for plinking with the .22 lr.