I have been loading and shooting .17 Remingtons for about 40 years now and let me tell you- thing are way better now than they were back when I got started. Much better bullet selection (no kidding!) and I no longer have to use bore cleaning products made for a BB gun.
As far as primers goes I will make no bones about that. I like the CCI BR primer best as they have given me my best groups. But once upon a time a brick of those was like $5 more than the standard SR primers and I did not mind paying the extra. Now a brick of BR caps is about $60 so I have pretty much quit using them. Dont think the squirrels that I shoot are ever going to tell any difference.
I too have the Hornady seating die and it is in my opinion a lot better to use a seating die with the sleeve in it than without. Yes, you need to use a bit of finesse still getting the bullets started straight but really it's not something I ever complain about. I got too many other things that bother me worse than that. I do use a Lyman VLD chamfer tool to get a nice bevel in the neck. That seems to help quite a bit in itself.
I have taken an awful lot of our local ground squirrels with a .17 Remington. The way that little 20 grain Vmax atomizes those creatures is something to behold. And I have used that same bullet to take Wyoming prairie dogs as far as 451 yards too. No toss at that range but it kills them. Under 350 yards it works very well. If going after prairie dog size critters the 25 grain Vmax is a better choice I will admit.
My .17 Rem is a Remage and I have an X-Caliber barrel as well. I put it on a few months ago. I have big plans come springtime being out in the field somewhere close by getting some serious hang time out from a few hapless whistlepigs. As you noticed it takes a bit more patience and determination when using .17 Remingtons than some other calibers. But those things are so much dang fun that makes it all worthwhile.