They even make .50 caliber and 12 guage pellet guns now. I don't have a link, but they're out there.
I recently picked up an RWS 34 with the 4x32 scope combo and love it. Headshots on squirrels from 10-20 yards and it's a fast shooter. Rated at 1,000fps, but I imagine it's in the 900 range.
I also just picked up some GAMO RAPTOR pellets. They aren't made out of lead, but some other material and GOLD plated. $5 bucks for 200 of them, but they're supposed to give a 25% increase in velocity and I think that's right. With my standard pellets I was hitting about 450 pages through a phone book, these were running past 650 pages and leaving dents up to 800. So if they're coming out of the barrel around $1,200fps or so that's good performance for a pellet gun.
We've got some geese that landed in a pont behind the house about 120-140 yards out and I can reliably plink them with this new ammo. It gets there in a hurry and probably more accurate than my custom 10/22. To say the least, I'm impressed with this gun. Great quality.