I fed 500 rds of Remington thunderbolt .22 rimfire in my Sig trailside today.( Ran out of the Eley ammo ).The residual was beyond belief.This was the first time I used Remington and was wondering if anyone else had the same experience with rimfire and other calibres.

Yes, that T-bolt is dirty...most anything much less than $10 a brick usually is.
If that Sig made it through 500 rounds that's one heck of a gun!
It's good for cheap plinkin' but you pay a small price in cleanliness.
In a 10/22 Ruger rifle, you need a shovel to clean it all out.
Most of Remingtons other more expensive offerings are way cleaner.
That seems to hold true in most brands too.
Winchester has "wildcat" as their budget line as Federal has "lightnings" to compete.
Not to say you need top of the line ammo, just settle in with what your gun likes, between accuracy and cleanliness.
CCI mini mags seem to be a good standard starting point, IMO.

I like winchester's T22 stuff. Nice and accurate.

In my experience, Remington has some of the dirtiest rimfire ammo out there.

I like Winchester Dynapoints in mine.  Kmart used to be their sole distributor so I'm not sure where you can get it now.

Quoted: I like winchester's T22 stuff. Nice and accurate.

If it's not a dirty round' I'll try it. I've been hooked on Eley ammo, but I am looking for an alternative/secondary ammo. federal is great, just a bit more in $$$$.

Second the T-22. Use it in the Colts, and the 416. Suprisingly accurate for the price.

Meplat-

I like the bulk pack of Winchester Xpert hollowpoints, they are the most accurate by a fair margin in most of my .22's.  They are loaded  a little lighter than some ammo, notably Federal, so some of the semiautos have the occasional FTE malfunction.

It's a rare semiauto .22 that will go more than a few hundred rounds of cheap ammo without starting to get sticky and jam.  A quick swipe with a CLP-soaked cloth and I'm usually back in business.