My question was vague so let me clarify.
I am trying to decide on best 22 WMR round (Brand, bullet weight, bullet design) for use in a 22 WMR rifle. Purpose would be shooting varmints, coyote, bobcat, and smaller.
This is something each person should decide for themselves for any firearm they buy.
First of all, any .22 WMR ammunition you buy will put the hurts on any of the critters you listed. And any hollowpoint in .22 WMR will outperform the FMJ versions, too. You simply can't go wrong.
What you need to do is see what it is your rifle likes the best, if there's even any real distinction to be had in the first place.
Buy a box of a handful of different rounds and try them out at the range for accuracy. Whatever feeds best, performs most reliably, and is most accurate is the winner. (Reliability is generally not an issue with .22 WMR ammunition.)
SO...where to start?
This isn't as difficult a thing as many make it out to be. Start with what ammo is readily available to you. If only Winchester Super-X .22 WMR JHP is readily available to you, then get some and hit the range. If it's accurate, you're in like Flint and ready to rock and roll. You can always pick up and try other brands/types here and there and try them out, too, but in the meantime you have something to run through your rifle to take care of the critters.
When shooting varmints, especially smaller ones, accuracy is where it's at. Not only are these critters smaller than many game animals, their vitals tend to be even smaller. While there's generally no love lost on varmints (as opposed to game critters), I still have an aversion to sloppy kill shots. The .22 WMR has all the power you could need or want for the varmints you're looking at, you just need to be able to put it where it's most effective. Hollowpoints are best, of course, but if you take a leg off because the ammo you're using doesn't shoot accurately out of your rifle, that's a sad way to take out critters of any kind.
FORTUNATELY...shooting is fun, so trying out several brands/types of ammo will be an enjoyable experience!