Boar tastes like very flavourful pork, so you really can't go wrong. With boar "chops" I like to put them in a brine with apple cider vinegar, star anise, cinnamon sticks, and a couple cloves. I serve them with some stewed apples and grainy mustard, it really is sensational.
Duck is my favourite of all time- I live in Quebec so I have access to duck all of the time in any grocery store. I like a light brine on this too, but it isn't necessary. Duck legs cooked confit is a favourite of mine. If you are cooking a whole duck, make sure you have good oven mitts! There is some serious spitting that goes on in the oven. Save the duck fat for another purpose, it's a great frying oil.
Venison, to me, is like a gamey version of beef/lamb (that is probably not the most useful description, anyone have a better way of describing?). It is great as a jerky (you can make it in a dehydrator). Ground venison makes a great alternative for shepherds pie (combine potatoes with cauliflower for a more paleo topping).
Rabbit I describe as the flavour of chicken with the texture of pork. I like it best in a wine-y French stew. You can save the bones and add it to chicken carcasses for stock.
If you want to get better descriptions of game meat, as well as fantastic recipes, Hank Shaw is your man. I love his cookbook, but there is loads of information for free on his website: http://honest-food.net/