I butcher and eat pretty much everything I shoot.
My personal preferences are as follows:
Elk - by far the best of all the wild game to me.
Mule deer - I grew up on mule deer so maybe my taste buds are messed up, but I prefer mule deer to whitetail.
Whitetail deer - maybe I would rate whitetails in front of mule deer if I was shooting Midwest corn fed deer instead of west Texas mesquite and cactus fed deer.
Pronghorn - this seems to vary the most in flavor and toughness to me. Growing up I ate some pretty bad tasting antelope, but thinking back we probably ran them for miles before we shot them. Since then I've eaten some that I watched for hours laying down before shooting them and they tasted pretty good.
Feral hogs - I would probably rank them higher if I didn't eat so much of it. Some folks say the big ones aren't worth eating, but I think they taste fine. I've cooked them about every way I can think of, right now I tend to smoke the quarters whole and cure some into ham unless I'm out of breakfast sausage. A nice big boar makes pretty good jalepeno sausage.
Black bear - we always just made them into pepperoni or sausage. Part of the problem with pork and bear is that you are supposed to cook them well done to eliminate the risk of trichinosis. If you could cook it medium rare where it wasn't all dried out or if you could make jerky out of it that would be so much better.
Wild turkey - the breast meat is really good, I still haven't figured out a way to make the drumsticks and thighs edible though.
Quail and dove - I breast them out and fillet the meat of the breast bone when I clean them. Then I make kabobs with them. Jalepenos for me, some type of vegetables for the wife. A half slice of bacon wrapped around them keeps them from drying out.
I also shoot and have trapped coyotes, raccoons, skunks, possums, porcupines, and a bobcat, but never eaten any of them. I've heard bobcat was good, but I took it to the taxidermist to get a full body mount done and didn't go back to eat the meat the next day.
I've eaten moose one time and it was good, but I haven't eaten enough to really rank it on my scale.
I've heard sheep is pretty good, and that goat is okay, but not anything to wrote home about.
Be sure to read the rules for each state because they are all a little different. I know Arizona requires you to take the rib meat, and Texas has a wierd rule that you can't debone the quarters until you have them to the place you are going to actually butcher it.
The only meat we buy is fish, chicken and ribeye steaks.