A bolt action, single shot .22 rifle is the way to go. Last Christmas we got one for our boys (then 7 and 10). We got ours a very similar model called the Crickett.
![Image](http://kellyholmes.net/GunPix/Crickett.jpg)
They love it, and the single shot, bolt action set-up makes them concentrate on making good shots. This little thing was surprisingly accurate out of the box, but I couldn't pass on the opportunity to put a scope on it.
Behold the "Killer Crickett"
![Image](http://kellyholmes.net/GunPix/KillerCrickett.jpg)
I get a chuckle every time I see this picture. The scope looks huge on that little rifle, and it's not a very big scope.
Here is a target from their first trip to the range with the new scope.
Dean, now 11 yrs old, didn't shoot this target much. He was busy down-range shooting our little Walther P22 (which is a great kids first pistol).
The black dots are about the size of a quarter. The ones across the top were used to sight the scope in.