Rare and expensive are not necessarily correlated. There are some very limited quotas for something like a Chandler's Mountain Reedbuck (I hunted 1 in Uganda) but the trophy wasn't itself very expensive. The Sudan Roan I hunted on that trip was a different story - that qualified as both rare and expensive. Both worth it, IMO.
I also have thoughts on a Kirk's dik-dik (Tanzania) and the real costs there is the Tanzanian day rates, not the fees for a dik-dik itself. The Gerenuk (at $7,000) and the Lesser Kudu ($7,000) while much pricier are not 'more rare.' I should add that the Lesser Kudu is both a dream hunt of mine, and the most beautiful of the African PG animals.
Not often talked about is hunting Aoudad in their native habitat in Morocco, which is all at once rare, very cool, and expensive.
I would add some of the damaliscs such as Topi, Korrigum and even Tsessebbe when hunted in Zambia, to the rare'ish list.
Many of the forest duikers, like those mentioned by
@mark-hunter are also rare and by virtue of being in the forests of Cameroon, CAR and Liberia - are rare and pricy. Again, its less the trophy fees and more the day rates and other stuff you would be hunting, like Bongo and the forest buffalo, forest elephant or sitatunga that drives the cost.
Western Greater Kudu in Chad would also meet both criteria as both rare and expensive.
There are a lot of less beaten paths in Africa, full of some very cool animals. I say, chase them all!
