Yes you can cook them yourself. I buy mine at Whole Foods. Nina has a couple of fantastic recipes. Really good.
Rattlesnake is good, but a bit chewy. Turtle is very good and very tender. I also loved dolphin (poor Flipper). Don't care much for duck or rabbit. I like venison, but you've got to be careful because it's so lean it can dry out very easily.
I'll try anything once (no not that) except for haggis. Never never never.