Personally, something representative of a mature animal of the species. The 'trophy', to me, should partly be an educational artefact of natural history and partly a totem, things we as hunters/outdoorsmen/naturalists surround ourselves with so when we are sat in our civilised world we can instantly connect ourselves to the wild life that we dream of. And they don't have to be just bone, horn or skin. I've got fossils and shells but could equally be a dried wild flower, rock, or photograph.
I'd always keep something that was exceptional in some way (like a deformed roe head or 20lb+ fox),