In my opinion, its not so much what you hunt but how you hunt that determines what you will get from the hunting experience. Some of my most exciting adventures have not resulted in blood (picture being in the middle of a large herd of African buffalo in tall grass so thick that you only occasionally see a small patch of black hide or the sun glint off a horn close enough to touch, you can hear them, smell them and the ground shakes when they run) but occasionally when I've been successful on game, the actual shot has been easy and rather anti-climatic. While I prefer still hunting, it is probably the least productive of any type. Conversely it can be very exciting to watch the game come to bait, if baiting is legal in your area, and baiting may very well prove to be the most productive technique.
If you haven't hunted before, find a mentor who can provide some guidance for you, or simply pay for a guided hunt and learn from the experts. Aimlessly wandering around can produce opportunities, but that is the exception to the rule. In the off season, go into the field and attempt to find and sneak up on a game animal, if only to take it's picture. This is a great learning tool and can be rewarding in it's own way.
To prepare for your hunt, practice shooting from field positions, at a variety of ranges, under difficult conditions of light and wind, in order to understand your limitations under real world conditions. When hunting, if you spot the game at distance, stalk a close as you can before shooting. To me this is the fun part. Shooting game should be an emotional experience, if you don't feel anything, find another past time. When you put your sights on a game animal don't consider a low percentage shot like a head shot. Aim either on or behind the shoulder between a third and halfway up from the line of the chest. Consider the path the bullet will take through the animal to ensure the trajectory of your bullet will result in a lethal blow. If the animal is not directly broadside, you will observe a space between the front legs, aim directly in the center of that space, then bring your sight up into the body and your shot will be lethal, this works from any shot angle. When you shoot, work the action as quickly as you possibly can without taking the rifle from your shoulder and be prepared for a follow up shot. Mark the spot you shot from before you move, and don't take your eyes off the spot you last saw the game. You might find the game where you last saw it, but probably it will have moved some distance away. Even if your shot was true, the game may require tracking, as a lethal blow does not always result in an instant kill, due to the time it takes for the brain to run out of oxygen and die.