It depends on the cut and the skill of the chef. I've had horse and it was lean but tasty. The best wild meat I've had is feral pig. Buffalo comes in second, venison third, and elk comes in last. The elk was tough. Again, it could have been the cut and how it was prepared that caused the shoe leather texture.
Rabbit is good meat. It is very efficient at turning plant matter into protein. Goat is excellent, and so is bullfrog. Bluegill cooked over a camp fire is as good as it gets.