Same experiance here. I have a CZ 452 Varmint in 22 Magnum, so I do pay attention. The smaller gun shops are the place to look for ammo. I was in a shop yesterday that had Winchester for around $13 a box.
My brother and I both have the LCR 22's. I have been really impressed with them for a Practice/Training J frame size revolver.
The LCR 22M should be a very good concealed carry gun for someone who cannot tolerate the recoil of an airweight 38.
Something to check out. Tuff Products Model 1017 Quick Strips. This is a 10 shot ammunition carrier for 17 HMR and 22 Magnum ammunition. Load it with only 7 rounds in Pairs, skipping a shell between the pairs for cylinder clearance. The Quick Strip will look like this loaded: OOXOOXOOXO The Quick Strip loaded in this manner should allow you to reload raking off 2 rounds at a time.
I do not have the 22 Magnum LCR to test this on, however I reload my LCR 22 using the Model 1022 Quick Strips loaded this way, and I can reload my LCR 22 quicker than I can Quick Strip reload my 5 shot 38 Smith & Wesson.
I would order direct from Tuff Products, and get them in Orange so they are easy to find on the ground after a reload. They are around $9 a pair.
http://www.tuffproducts.com/
Enjoy
Bob