Wow, that's a loaded question.
How can you choose?
I think Rob had it right, and it basically boils down in terms of the feature you want, and your price limit. Bolt-actions do tend to be more accurate, though I had a couple of semi-auto's (tricked-out Ruger and Winchester) that would give many bolts a run for their money. Personally, first .22 I'd go with a Marlin 39 (older model) or bolt-action (Anschutz 64 action or CZ - in that order).
Good luck with your search.