Depends on how critical you want to be on extreme precision (accuracy). Each individual rifle will like specific ammo and specific lot numbers of that ammo better than others. So you kind of have to try them to find what it likes best, then stock up on their preferred ammo. I did that and bought a lifetimes supply of ammo for the Marlin in the lot numbers it likes. That's splitting hairs though because most of my shooting with the 17 Hummers is very long range at very small targets.
In my case the 17VS really likes the Hornady 17 grain V-Max and CCI 17 grain TNT ammo, shooting both to almost the extact same POI. It does like the CCI the best, but only slightly so. So they are the only two ammo choices I shoot in the Marlin, and the two that are loaded in my two magazines. What the target is and how far away determines which ammo I shoot in each situation. But knowing that only comes with lots of experience in the field of what each will do in different situations. The different construction of the bullets is the key in this case, but by staying with the same weight they still shoot to the same POI so I don't have to deal with corrections for that.
Most folks make the change for different situations by shooting ammo with lighter/heavier and differently constructed bullets. That works fine too for the average shooter, but usually their individual rifle will shoot one of their ammo choices better than the other if different weight bullets, and the ammo choices seldom will shoot to the same POI. Again, splitting hairs, but the 17HMR is capable of things that require splitting hairs sometimes.
Bottom line... Your new Marlin will shoot most if not all of the ammo available very acceptably for normal plinking and hunting. Just load it up and get set for some great fun. You can always "fine tune" the ammo later when you decide on what you'll use the rifle for the most and then match the ammo to that use. BTW, better clean and oil your 22MAG's - they are about to become safe queens like mine did.
LOL