Just like everything else, a scope is full of compromises.
Anything you might do to make it better in one area will make it worse in another area.
The general rule of thumb is that if the quality of the glass is equal, then a bigger lens gives a clearer, brighter picture. The compromise is that a bigger lens has to be mounted higher on the rifle.
Same thing with the adjuster turrets. A good scope will move reliably and predictably when you turn the adjusters. The compromise is that the best adjuster setup is expensive, and cost more than most folks think is reasonable for a squirrel rifle. The drawback to a cheapo adjuster is that it doesn't always move like you want it to when you try to zero the rifle, and it may not stay where you put it.
So, what you are trying to do is find a scope with a good bright sharp picture you can actually find the squirrel with, and an adjuster setup that will let you properly zero the gun and have it stay there, at a price you can swallow.
The easy answer is more money gets a better scope, but that's not 100% true.
In the end, you have to decide on your own compromise.
Many people have been happy with the Leupold Rimfire scopes. They offer good quality glass and a reliable adjuster setup in a scope that's sized to suit most people's idea of what a rimfire scope should look like.
You can see them here-
http://www.leupold.com/
I went a different route.
For my model 39, I wanted a scope that would allow my tired old eyes to actually see what I'm shooting at, even in shadows and poor light. That meant a large lens and good quality glass.
I chose the Leupold VX13-9X40. It's a medium quality scope that's got a good picture and is tough and reliable.
The only drawback to the scope is that it's setup for shooting longer distances that most rimfire shots. It's out of focus up close. The good news is that Leupold will adjust it for rimfire use for $15.00.
I've been real happy with it.
Here's a pic or two.
That's me in the camo holding it, looking for squirrels... I know he's up there somewhere! The rifle still carries and handles fine with the big scope on it.