Mike,
I'm in full agreement that the best shots are the ones that don't exit. Not only for the sake of the fur, but I've found they make the animal easier to recover.... They don't tend to run far.
I've been watching this thread with great interest, looking for thoughts on how others hunt coyotes. My favorite shot is to the lungs, coyotes typically can be recovered at the point of impact. Hit low, into the heart and the coyote runs 50-60 yards, too far back, into the liver and spleen and you will have to track him for 100-200 yards.
But once a bullets exits, all bets are off. It almost always ends with a long job of tracking.