My take..
22LR-small game capable, best option for target shooting due to the widest variety of ammo, and as a rule, the best selection of guns to wring the most accuracy out of it
22WMR-louder, more power/more capable/more expensive. Better option for groundhog-sized animals than 17HMR, considered a decent coyote option if inside of 100 yards. Not inherently accurate compared to the other two, but hits with the most authority compared to 22LR/17HMR
17HMR-different report than 22WMR, but nearly as loud and about the same cost. (don't know the actual DBs, talking anecdotally) Flatter shooting=easier to hit targets further out if there isn't much wind. Bullets blown easily off course if wind is a factor, even at relatively short distances. Fewer ammo options than 22WMR, most people are impressed with how accurate it is.
I think 17HMR and 22WMR are both very cool, but sort of niche calibers unless you have a very specific reason to own one. Ammo prices sometimes rival centerfire options like .223, but lack the effective range/stopping power it has. Some people dismiss them for that reason, but calibers like 17HMR absolutely shine of targets like gophers out west. Again, until the wind really blows-up. I hunted groundhogs in Ontario here with 17HMR for a couple of years before trying 22WMR. 22WMR drops them with authority out to about 125 yards, every time. 17HMR wasn't nearly as effective. Leads me to believe the reports about it being a decent option for close range coyotes.
So..
For target shooting/small game, I don't think anyone here would dispute 22LR as being the best choice. If I had to have 1 rimfire to cover a wider variety of hunting duties, it would be 22WMR all day long. I do consider the magnum rimfires to be hunting calibers, 22LR for target/fun...and lots of gophers.
