I keep reading about these high fenced hunts. No one seems to have any problems shooting pigs in a pen,so why not save the tax payers some cash and go shoot your self a horse.

No fences and as fair chase as your going to get.
http://www.cnn.com/2008/US/07/07/wild.horses.euthanasia.ap/index.html
The mount would most likley need a western setting but it would not take any more space than say a Zebra.