This is correct. A well placed .22 will have more "stopping power" than a .357 that misses the target.
True, because anything is better than nothing, but a .22 has
very limited power. A .357 is too powerful for a lot of people, a 9mm is a decent balance, I think. I haven't really fired a .45 much, so although it has more stopping power, I'm not sure what the recoil is like.