RE: .22 LR vs. .17 HMR...
The 22LR CCI Velocitors are only 20 ft-lbs less than a 17 HMR at 100 yards. I can shoot a 1/2" at 50 yards with my Ruger 77/22 and just over 1" at 100 yards. 22LR ammo is much cheaper than 17 HMR also. I would say get a good 22LR.
As for the 17HMR being a good high power starting rifle I would say try a .223 they have very little recoil and will reach out to 300 yards easily. The 17 HMR is still just a small caliber rimfire.
Hope this helps.