Claim: If $x$ is relatively prime to $1000$,
$x^{100}\equiv 1\pmod{1000}$.
Proof:
Consider the group of units/totatives of $1000$ under multiplication modulo $1000$.
By direct product decomposition following the theorems listed in this post, $$\begin{align}U(1000)&\cong U(5^3)\times U(2^3)\\ &\cong \mathbb Z_{100}\times\mathbb Z_{2}\times \mathbb Z_{2}\end{align}$$
$(100\mathbb Z+1,\ 2\mathbb Z+1, \ 2\mathbb Z+1)$ is a maximal order element in the decomposed group which has an order of $\text{LCM}(100,2,2)=100$.
Thus, it follows from isomorphism that for all $x\in U(1000)$, $x^{100}=1\tag*{$\blacksquare$}$
Now it's easy to see that:
$$2017^{2016^{2015}}\equiv 17^{2016^{2015}\mod 100}\pmod{1000}$$
Let's deal with the exponent. $$2016^{2015}\equiv 16^{2015}= 2^{8060}\pmod {100}$$
We can find $2^{8060}\mod 100$ with help of the Chinese Remainder Theorem.
We have the system:
$$\begin{cases}2^{8060}\equiv 0\pmod 4\\ 2^{8060}\equiv (2^{\varphi(25)})^{403}\equiv 1\pmod{25} \end{cases}$$ solving which yields $2^{8060}\equiv -24\pmod{100}$
$\therefore\ 2016^{2015}\equiv 76\pmod{100}$
So far we have concluded:
$$2017^{2016^{2015}}\equiv 17^{76}\pmod{1000}$$
Now all we need to do is find $17^{76}\mod 1000$.
Unfortunately, for us, $17$ is one of those maximal order elements in $U(1000)$ so there's no shortcut in evaluating it...
I attempted to use Chinese remainder theorem, however, finding $17^{76}\mod 125$ is difficult because $17$ is a generator of $U(125)$.
I took to python and found the answer is $281$.
>>> x=1
>>> for i in range(76): x=(x*17)%1000
...
>>> x
281
Update: We can find $17^{76}\mod 125$ using binomial theorem pretty easily.
Here's my line of thought:
$$ \begin{align}17^{76} &= (5^2-2^3)^{76}\\ &\equiv (2^3)^{76} - 76\times 5^2\times (2^3)^{75}\\ & \equiv 2^{28}-76\times 25\times 2^{25}\\ &\pmod{125}\end{align}$$
$$ \begin{align} 2^{25} &= (2^7)^3\times 2^4\\ & \equiv 3^3\times 16\\ &\equiv 57\\ &\pmod{125}\end{align} $$
$$\begin{align} 2^{28} &= (2^7)^4\\ & \equiv 3^4\\ &= 81\\ &\pmod{125}\end{align}$$
$$ \begin{align} 17^{76} &\equiv 81-76\times 25\times 57\\ &\equiv 81+76\times 100\times 57\\&\equiv 81+1\times 100\times 2 \\& \equiv 281\\& \pmod{125}\end{align}$$
$$ 17\equiv 1\implies 17^{76}\equiv 1\equiv 281\pmod{8} $$
Now we have this system. $$ \begin{cases} 17^{76}\equiv 281\pmod{125}\\ 17^{76}\equiv 281\pmod{8} \end{cases}$$
$$\therefore17^{76}\equiv 281\pmod{1000}$$
Conclusion: $$\boxed{2015^{{2016}^{2017}}\equiv 281 \pmod{1000}}$$