I don't own a .22 Mag, and I really like the HMR, but there's no doubt a .22 Mag hits "harder" within it's range capabilities. The HMR is easier to hit with at extended distances, though, and that is what makes it popular.
I just read a thread on Ausvarmints.com (an Aussie website) where three guys took their HMRs out for a day of rabbit shooting, and ended up with 18 foxes and 40-50 rabbits for the day/night episode. That's a remarkable day, anywhere, anytime.
They had no issues with the HMR's hitting abilities, or it's killing power (even on the foxes) but I have to feel that most of that is due to the ease with which the cartridge shoots, it's simply easier to shoot well, no recoil, fun to play with, makes it more fun to shoot.
Those guys get a LOT of practice, rabbits, cats, and foxes are in abundance, too.
Anything a feller shoots a lot, he's bound to like better as he gets more familiar with it.
I don't own a .22 Magnum, and probably will not, because I have a Hornet I can load the same way, but I won't throw rocks at a WMR, either.
Shoot what you like, that's what they're made for, and enjoy them all.
