If hunting challenge is the question, I'd have to go with Kudu. If it's a beauty contest, hands down the Nyala wins in my book. I wish I could afford a full body mount.
My wife and I were treated to a display of a Nyala bull showing his dominance to a younger bull in RSA last year. If you've not seen this, it's quite entertaining. The bull doing the showing off flairs out his hair, curls his tail, and then kind of does his best impression of Arnold Schwarzanegger flexing all the while doing this stiff legged strut. There's a word for this act but for the life of me I can't remember it.