The 17HMR calibre is superior to a a 22LR in every way ballisticaly, it packs a lot more punch (around 250 ft/lb), flatter trajectory, far more accurate and it expands/fragments explosively however it cant be moderated / silenced very well due to the sonic boom of the projectile (it can be heard for about a mile around on open land, that's with a suppressor) whereas a 22LR using sub sonic ammo is almost silent. With the HMR I can put small hen eggs out at 220 yards and achieve a decent hit rate
Oh, if you intend to eat your prey aim for the head with a HMR, bearing in mind a HMR will drop a fox easily they make a right mess of rabbit meat!
The land I shoot on is around 600 acres of mainly moorland which is cleared up to .308/7.62mm. in order to clear land you need to walk a licensing officer around the land detailing the boundary's, footpaths, safe backstops etc and depending on the layout they will clear the land suitably. If you have a few years experience under your belt you can ask them to open your ticket up to allow you deem land suitable by yourself without having to have it cleared.
Clay shooting can work out expensive 100 clays at my local place are £30 with 125 shells costing about £25, its certainly fun but that £55 can be blown in around an hour
This guys worth a watch -
http://www.youtube.com/user/Frenchie...?feature=watch, basically when I got my FAC they put a condition on saying that I needed to go out with an "experienced vermin controller" before they would let me out alone so I went out with this guy a few times who was happy with my safety, he wrote a letter to the police who then removed the condition.
I had a go with his .243 which is an absolute monster with around 2000 ft/lb of energy
http://www.youtube.com/watch?v=fG-mxaZqrDI
He has an interesting video of zeroing a HMR in with another new shooter
http://www.youtube.com/watch?v=Zi7CzRdEsYQ