high powered rifles generally go straight through not giving an instant kill due to lack of damage
Only if you arnt using the right bullets, otherwise they look like they ate a stick of dynamite. You are right about airguns though, especially with a good one like what you have, much cheaper with ammo, although probably more expensive to start with. Airguns are more pleasant to use due to the low noise(stupid government banning silencers:evil they are also much safer as they wont travel as far if you miss or have a richochet. Although you can get .22 ammo that makes less noise and has similar power and a .22 will allow for quicker repeat shots.