A .22 is certainly better than a sharp stick, but not something I would carry for self defense. A .380 (for semi-auto) or .38 special (for revolvers), seems to be about the minimum most folks think acceptable for SD (although shot placement is king, it needs the power behind it to hit something vital).
Does your weapon have to be pocket carried, or have you considered a belt holster? Snub nosed .38 or .357 revolvers are pretty popular choices for cc, and can be pocket carried easily, especially with options like Smith and Wessons airlite J-frames. Their Bodyguard .380 is still pretty much brand new, I'd probably wait a little while and see what other people think about it before buying, make sure any kinks get worked out.
The Bersa .380 should be well within your price range. Despite the price they are pretty solidly performing pistols (they have some similarities to the PPK's), and not a bad choice, although probably a little bit heavy for pocket carrry. But both of them I have access to are reliable and accurate, and easy to shoot. Also the Ruger LCP or Kel-tec P3AT, both in .380, are more suitable for pocket carry, although they lack an external safety, but both are within your price range as well.
Then sub-compact 9mm's in the XD, M&P, and Glock lines, which you may be able to find new, or certainly used, in your price range, depending on how good prices are in your part of the nation.
Hope that helped, or at least gave you some things to research, any more specific questions about the Bersa or a S&W j-frame, I should be able to help since I own them, I'm sure others can chime in about the rest if you want to know more.