I don't care what you throw in the bytes; I can figure that out easily enough. I want to know who generated those bytes and that they haven't changed.
For this reason also, I think the "reach for symmetric first" is bad advice. The primary benefit I can think of for HMAC is if you want to store client-side state for more stateless browser-targeted services. It makes it easy to throw an obscure cookie to your client and then validate it on the way back. It seriously complicates things if you want to allow other people to validate provenance of those bytes. With symmetric crypto, as soon as you can validate you can also generate. That's not the system we want.