Yeah that's what I've heard is a solid philosphy. Do what you need to do to learn with a .22 since the bullets are dirt cheap. Carry something like a 9 or .45. For me, hearing the 9 or .223 or .445 (is that the higher caliber for AR-15's? My dads got one and one bullet was a lot more powerful than the other) is cooler than shooting the .22 but I haven't done them as much so it's still an experience for me.
An old coworker of mine had a collectors license from the ATF or something (not too familiar with the different types of state vs. federal licenses, she could've been BS'ing me) so she had the ability to get more weapons than most. One of her most requested to see or shoot was a Desert Eagle but she said it was a pain in the ass because the bullets were so expensive.