I've had sausages made from kangaroo, boar, and ostrich but would love to try proper steaks/cuts.
Traditional (for the UK anyway) game and hunted meat is delicious - venison, partridge, pheasant, rabbit, and even pigeon (if you remove the lead shot properly!) And, as nobody here is particularly far from the sea, all sorts of fish and shellfish.
Would definitely like to try buffalo/bison, and snake. I'm led to believe that hedgehog is very nice as well - covered in mud/clay and baked in an open fire.
Of course, there's always the more exotic delicacies - sheep's eyeballs (great offence to refuse one if offered - my father, in Africa during WW2, said you pop one in whole and they explode into a gooey pulp in your mouth when you bite on it, like a tomato I guess), bushmeat (I always picture Indiana Jones and the Temple of Doom - fried monkey brains), and the survival favourites witchety grubs, locusts, and various other creepy-crawlies that Bear Grylls and Ray Mears etc. like to chomp on.