I have a Marlin bolt .22 mag, and the CCI 40gr Maxi Mags actually do quite well. I have tried pretty much everything I can find, including various stuff from Remington and Federal, and like the Maxi Mags better. I have only shot one coyote with it, and it wasn't a head shot, and that coyote dropped where it stood and bled out. My daughter and I have taken 3 javelina with them, and all were one-shot kills.
However, as far as accuracy goes, the best I have found (for my particular rifle) is the CCI Maxi Mag TNT (30gr). I have shot a few jackrabbits with them, and they always bleed like crazy!