I had a 17 HMR, sold it last year. Nice and accurate (a CZ), but murder on edible game, unless you took head shots only. With the 22 mag, FMJ bullets work well with less meat destruction. If you want to shoot bigger game, use a 40 grain hollow point, or a selection of the newer, plastic tip stuff if you want to kill varmints. I guess the 22 mag is just more versatile. I have killed a few turkey using 50 grain bullets in my 22 mag Winchester 9422. One shot to the base of the wing.
Larry