Funny all the comments about zebra. I have often had it in South Africa, always barbequed. As noted, the fat is butter yellow, and I've found it a bit on the sweet side for my taste. Would not seek it out.
Of the antelopes, sable and gemsbuck are delicious, as is wildebeest (blue, can't comment on black). Eland tastes the most like beef, in a good way. Buffalo blackstrap is excellent, as is oxtail stew. Have it every time I get a buffalo. Bongo and bushbuck are both good. In fact I think all the spiral horned are excellent. Duiker not so much. Impala are good everyday table fare as is warthog.
I haven't been able to convince anyone to cook waterbuck, even though they all say if properly prepared it can be very good.
I have eaten giraffe, including tongue, and either I have the smell in my nose or the meat actually does smell. Not something I would rush to eat again.
I know that cats are eaten, but not (yet) by me. My trackers once gave hyena to the local police, which they thought was very funny. I didn't try it as the cook wouldn't have it near the kitchen. In Southern Africa I haven't seen anyone eat monkeys or baboons, though these are commonly eaten in west Africa. I would pass if it was offered. I think nothing good can come of eating primates.
Villagers in Zimbabwe last year were happy with a hippo, in terms of volume, but happier with a croc, in terms of taste.