Yeah, it is pricey, but with 20+1 standard capacity, minimal recoil, and the wicked fast muzzle velocity of the nasty 5.7 round, it is a real game changer.
I think the Kel-Tec PM-30 is a better choice. The 5.7 is said to be more reliable due to the centerfire cartridges, but it's not that much more potent than the .22 WMR at handgun distances. I've shot a lot of .22 Magnum and have never had a dud. It's a real jacketed bullet, too, unlike the .22LR.
And the PM-30 holds 1/3 more ammo in a single magazine. Thirty rounds without a reload - could be an even bigger game changer.
Either would probably require a shoulder holster, though. Here's hoping we never need to test these theories.
But even though the bullets weigh the same the 5.7 rounds hits with 250 foot pounds as the 22 WMR hits with about 159 foot pounds.
In ballistic gel the 22 WMR leaves a wound channel about the same diameter as the bullet. The 5.7 round rips a nasty channel about 2.5 cm in diameter. Both penetrate about the same distance.
BUT if you buy Keltec, don't buy one manufactured before 2012, they stooped production in 2011 because the rifling was flawed and caused the bullets to tumble. The new ones don't have this problem.