Congratulations. I need to add one of those to my collection as well. If you decide to get a 22 rifle, might I suggest the Ruger 10/22 for a good dependable affordable addition.
Mossberg now has a really good, heavy barreled .22lr called the Plinkster. It comes with a ten round mag, but the company is producing a 20 round mag now, too. The action on it is very similar to the Marlin 795, but the Mossy caosts around $100 and has a better ergonomic grip. They also make an M-16 like .22lr w/20 round mag, but it is rather pricy. You can buy two Mossberg .22lrs for the price of a stainless Ruger 1022.