To add a little more info, the .22 Short is usually around 65-70 ft/lbs of energy at the muzzle, compared to around 100+ ft/lbs for a standard .22LR. They are more quiet than a .22LR.
One note of caution, you may be giving up some accuracy when shooting a .22 Short from a rifle chambered for .22LR. I know Wikipedia is not always a great info source, but the below information appears spot on from other articles I have come across over the years:
It should also be noted that many rifles marked ".22 Short, Long and LR" will not shoot Short rounds with the same degree of accuracy as they will an LR. This is due to the .22 Short round using a 27–29 grain bullet, which is intended for rifles with a 1-20 to 1-24 twist. A rifle for "Short, Long and LR" will normally have a 1-16 twist, which is proper for use with .22 LR rounds using 40 grain bullets. If one is intending to shoot only Shorts, and wants a high degree of accuracy, they would be best served with a rifle chambered for the Short only.
I have an older Mossberg 346KC .22 bolt action, that shoots shorts, longs and LRs (stamped ".22 S-L-LR" right on the barrel). About 30 years ago I used to shoot whatever was cheaper, but I now only shoot the .22LR through it. .22 shorts are not as commonplace as they used to be, and they are not necessarily cheaper than .22LR.