Quoted:
Seem to of lost the set screw for my rear sight on my .22 m&p google failed to find a replacement, will one from something else work or is it time to upgrade the factory sights?
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I can't answer you directly but I can remark to the fact that my sight blade popped off the first time I shot the gun. Made sure to loctite that puppy in when I got home. I'm surprised it doesn't come with some threadlocker from the factory!
Here's a few things Google popped up - someone says the M&P9 and M&P22 use the same set screw: 5/40 x 3/16". McMaster has flats in 5/32" and 1/8" lengths.
http://www.glocktalk.com/threads/s-w-m-p-rear-sight-set-screw-size-and-link.1467908/
http://smith-wessonforum.com/smith-wesson-m-p-pistols/269655-set-screw-size-m-p9mm-rear-sights.html