I have two .22 Mag rifles for shooting prairie dogs with, I use Federal ammunition with 30 grain TNT hollow points. Both of my rifles are capable of killing p-dogs at 200 yards if I'm doing my part right. I will not say that they are as accurate as the .17 HMR but I zeroed them both for 100 yards and they both shot sub moa at that range. I tried the 33 grain V-Max Remington ammunition and couldn't get the accuracy I acheived with Federal.
I've killed coyotes with my .22lr and .22WMR rifles but every time they have been closer than 50 yards. I wouldn't trust any rimfire rifle to reliably kill a coyote beyond 50 yards. I never take a rimfire coyote hunting and every time I've killed on with my rimfires they were targets of opportunity and that was the only rifle I had in hand at the time.
I chose the .22WMR beacuse that was what my brother-in-law is using when he comes out to shoot prairie dogs with me. We now splt orders of 1-2000 rounds to get better pricing on our ammunition so having rifles in the same caliber helps. If he was using the .17HRM instead I'd probably have that caliber instead.
The only bad thing about these new rimfires is that I can reload my .223 as cheap as I'm buying this ammo for 50 rounds. The good thing is I spend more time shooting instead of reloading for the same amount of money. Untill I get a progressive press I'll probably use my .22 rimfires.