I have 2 17HMRs and I love them (both Savages). I've taken 2 turkeys with as many shots using Remington Premium 17gr bullets. But I agree the 20 gr would be better for coyotes, foxes etc. The 20 gr Hornady xpt is a good one.
The first year I had one, I took it for squirrels and it was simply unfair. With the 6-24X scope I have on it, I could pop them in the head at 75yds on a calm day very regularly.