I think summer-fattened high country sheep is one of my top favorites of the game meats...the Deserts I've had, not so much eh!
Overall, oryx is hard to top. I killed a pronghorn buck several years ago up in the aspen parks around 10,000 ft that was just phenomenal...'twas the primary reason I hunted high (that and get away from the circus down in the plains), as I've tasted some pretty nasty goats from the sage and rabbitbrush country
I am also a major fan of fat cow elk, and early season alpine muley...I usually dry age everything if possible, but if it must be frozen quickly, I'll do a 'reverse' wet age in the fridge for up to 2-3 weeks on a plate with a tight sheet of plastic wrap after thawing and getting rid of any blood (keep checking every day or two, and wipe up any new blood as it appears, blood don't age too well). The meat just gets better and better, provided proper field care, rapid cooling, and thorough trimming before sealing and freezing.
Simple is best with the high quality cuts, and I don't grill a lot of it because it is so lean...I prefer a pan sear in a bit of bacon grease with salt, pepper, and a light dusting of Hatch red chile (chile molido). Mmm-Mmmm
Now I gotta go tap this prime reverse aged cow elk roast I've been carving steaks off for the last 3-4 days, this topic has made me hungry!