I've got a Marlin 25MN bolt action.
It shoots ammo it likes into about 1.25" at 100 yards, which is probably as good as can be expected out of the 22WMR. So far though, I've been really disappointed with the killing power of the 22wmr... so far in my experience, the venerable 22LR makes better 1 shot DRT kills than the WMR does... Possums, skunks, all walk off like they weren't hardly hit.
I see several guys recommending the Winchester 40gr hollowpoints... I'll have to try those. I've got some on hand, they weren't my rifle's favorite load, but they still shot fairly well.