As a child I had the opportunity to watch them both in real life a lot. Road runners are super cautious, don't go very far from their matrix of holes in the ground and can maneuver 20 times better than a coyote. They accelerate, stop and turn way faster. It takes time for a coyote to get to its top running speed. I've only seen a coyote catch a roadrunner one time out of hundreds of times of watching them try.
Where I lived they always made their nest in a Joshua tree or large cactus where there were lots of Jack rabbits around so they could utilize the rabbit holes.