When the fur is prime(Nov-Feb) you can sell the pelts or tan them and make items like gloves, mitten, vest, coats, pretty much anything want, my wife wants a coyote throw for the house here. Commercial garment tanning is about $20/ea or you can tan them yourself, I used to tan skunk pelts and make mittens, it's a lot of work.
While I've eaten coyote it wouldn't be on my top ten list, might not even make the top one-hundred and even then I'd like a lot of strong sauce on it, now raccoon, beaver, muskrat, bobcat, and turtle are top notch fare.