Kudu are not that hard to kill. The toughest animal you list is the Gemsbok if you shoot a mature bull. The locals use .270's with 130's and .308 with 150's for Kudu without problems.

.30-06 will do fine. Use whatever premium it shoots well. I would use a ballistically efficient premium 165 and know I had a flatter trajectory for the smaller animals you list.

Here's my old Gemsbok bull killed with a 165 Woodleigh from a .308W at 50+ yards.

http://www.youtube.com/watch?v=oiD5aoNAfTI

The recovered projectile weighed 157 grains or 95% weight retention. It was found on the far side of the animal with the petals of the expanded projectile clearly 'feelable' under the skin.

EDIT: The 165 TBBC you mentioned in earlier posts would be perfect if you shoot it accurately.