It's fun to take those .22 shotshells out into the barn at night with a bright flashlight, "freezes" them on the nest. Easy killing, get's rid of the sparrow's as well.
Shoot the starlings all you want, but I hate to see you get rid of the sparrows. Compared to the starling, the sparrow is a jewel. The male sparrow is about the only common bird that isn't intimidated by the starling.