I've had a handful of game, though none of the African variety. My list as it stands now:
1. Braised Ostrich - this was absolutely delicious, and melted in my mouth. Had it at a country club where I worked during college.
2. White-tail - I guess I'm the odd man out on this one. I've found most white-tail to be delicious, and I don't so anything special to it. One thing which really improved mine was to quit having any beef or pork fat ground in. When I stopped that, the meat stopped tasting sour. I put a little olive oil in the pan, set my flame to medium heat, and brown the ground for tacos, spaghetti, chili, dirty rice, or whatever else I can concoct.
3. Duck - I've had wild duck several ways, and as long as its prepared well, it is delicious.
4. Alligator - had the opportunity on several occasions to enjoy alligator. Mostly the tail, lightly breaded and fried, but also some stew once which I was told had other cuts in it. Very gumbo-like, and delicious.
5. Elk - granted, I've had this only once, and that was a slightly overcooked burger, but I was not thrilled with it. I'm hoping to get my own and discover it to be better than I remember.