As Pow Pow said, It depends upon what you hunt. I have at least a couple @ of all three..
the .22 RF has a much wider choice in available ammo..It can kill a turkey..with head shots, and do it much less expensively and with (normally) much more available ammo. Costwise, practice is more likely often, but from what I know of prairie dogs..most would be too long a shot for normal .22 LR range.
.The .22 mag has more "punch" than the other two, but only a few specimens hold a group equal to good .22 LR. (IMO).
.17 HMR..most costly of the three, also the most accurate of the three, in my experience. With it's fine accuracy, head shots on anything including turkey, is easier.. And the .17HMR reaches out further and flatter than the other two..so you can bag more prairie puppies.