I took a Gemsbok last fall in Namibia. I used a .30-06 and standard 180-gr. PMP ammunition (regular cup-and-core bullet). I shot this bull at about 180 yards as he was quartering away. The shot hit him on the left shoulder and, although he didn't "drop right there", he didn't go more than about 20-25 yards before falling over.
I took a couple of things away from this experience: First off, I felt comfortable using a .30-06 but I can't help but think that a tougher, bonded bullet wouldn't have been a better way to go. Granted, I'm not complaining about how the PMP ammo performed but we didn't recover the bullet and, as noted in a previous post, Gemsbok are very tough animals.
Secondly, I am glad I studied shot-placement for the animals I took, particularly Gemsbok and Wildebeest. The way a lot of African PG species are built can really throw a hunter off, especially if you are used to North American game. Both my PH and I were happy with where the shot was placed on this Gemsbok but he mentioned that it could have been an inch or two lower, which would have put it right in the middle of the "vital triangle".