Lots of good info given, here's my 2 cents:
here's some sites to check out -
www.airguns.netbakerworld.com/airgunfun.htmlbabymd.net/aa.htm he's a pediatrician who shoots airguns and he has a great set of pics on the silent pellet trap made with electrician's or duct putty (mentioned above).
One of these traps with a solid 1inch back will stop Colibris too.
www.funsupply.com James runs an outstanding business - great reputation and prices. On anything other than his "case" deals, he checks out all airguns before they go out. He sells Chinese but they are as good as other airguns from the U.S. , England and Europe.
You can get the XB-18 in .22 and it'll do the job for you.
www.pyramidair.com these folks have some very good prices and service too. This is where I got my Colt/Umarex 1911 airgun waaaay below anyone else at the time!
Check out the airgun boards and ask the same questions you ask here, and they'll treat you right. Dig around on their links and you'll find info on targets (paper and silhouette), pellets, airguns, cleaning, overhauling/tuning (not that hard, and you can get some really good results from doing it, just make sure you use a spring compressor), etc.
Watch your neighborhood during the times you plan on shooting. Know everyone's habits, their dog's habits (will they bark at the sound of your airgun or at the pellet hitting a solid object if you miss the little furry critter?). Basically it's a RECON job to make sure you don't "alarm" anyone whether it's legal or not to do what you need to do.
Decide whether you should let your neighbors in on your airgun fascination based on;
whether they "Like" guns or not, whether they "Like" little furry critters or not (especially if a wounded animal shows up in their yard)
whether you can afford to get caught shooting squirrels out of season (I don't know if you do or donot have a season), or
like mentioned above, you are not allowed to discharge an airgun in your community.
You might also consider the relationship you have with neighbors and the local LEO's. If someone's window gets shot or dinged with a rock will they come looking for you?
OR
you could just shoot the things and enjoy a little extra meat on the table!

p.s. what's the deal about being a "fag"? Airguns are anything but that!