In terms of value per dollar, an African plains game hunt is indisputably the winner...but it's still a pretty high price.
I think that Pronghorn in Wyoming/Montana is the best casual/fun hunt for a guy looking to expand his local horizons a bit. There's an extremely high success rate, prices are relatively low, it's easy to get to and it's a ton of fun. A Pronghorn trophy, either head mount or Euro, It may not sound "exotic", but for a guy from Ontario, hunting wide-open sage-brush flats on the high prairie is a completely new and unique experience. You can expect to see many dozens or hundreds of animals, and to make numerous stalks each day...and to have a lot of them go bad, which is still good!
I haven't done it in a few years, may never get to go back again, but have lots of fond memories of the pronghorn hunts I went on. You can also combine a pronghorn hunt with one for Mule Deer or upland game. My last pronghorn hunt was a guided hunt in Wyoming; we found a bruiser of a Pronghorn on day one, and the guide talked me out of shooting it so that we could concentrate on Mulies. After a couple days I had a decent Mulie (my first and only one) so we went back to find that Pronghorn buck which he fully expected to find in the same spot. Sure enough, it was still there chasing around does and getting it was at least as exciting to me as shooting the deer.
Watching those animals racing across the prairie at the speeds they typically display is worth the price of admission all by itself.