I came across this a long time ago and thought I'd post it here since I know there are a lot of fans of both, and for different reasons. I've owned both and personally I prefer the .17 HMR due to it's accuracy. But that's just my opinion. Read for yourself.
http://www.chuckhawks.com/compared_17HMR_22WMR.htm
http://www.chuckhawks.com/compared_17HMR_22WMR.htm