Damage done by a bullet/shot is a variable that I feel we have little to do with. Sure, if you always hit a deer behind the shoulder and through the heart, lungs or both, you should have little to no meat wasted. But taking long range shots also means that our groups will correspondingly be a bit bigger as well. I'd say that most bullets out of a .300 mag are going to do considerable damage if passing through both shoulders. The worst bloodshot deer I ever harvested was with the .308 Win. Just the simple facts.

I happen to like the Fusion bullet and I've not found them to be overly destructive, but I did not shoot my deer with a magnum load with high velocity. Of course, at 400 yds your bullet was about the same as an '06 at 250 or 300 yds (same striking velocity). Sounds like the bullet shoots well in your rifle and I'd simply stick with it, if it was me.

If you're intent on switching, I'd look for a bullet in the 165 or 180gr size for the job(s) you're needing to do. A heavier bullet will likely NOT do any more damage than a lighter one whether Barnes or not, on a smaller animal. Quite contrary, they might not even perform "correctly" on lighter than designed for game animals. I'd think a 165gr "X" type bullet fully up to any task you've mentioned, and say the same thing about a 180.

Personally, I'd not ever use bullets as light as 130gr in my .30 cals, magnum or not. Of course, that's just me.

I honestly am not sure that you have a problem other than perhaps a couple of boney hits.

The Barnes bullets are good.  They are lead free and do no more damage than lead.  Beyond that they are phenomenally accurate in my rifles.

Bullet damage is by definition what you want a bullet to do.  Its the destroyed tissue that leads to the animal's death and the hunter's harvest.

What you do NOT want is a bullet that fails to penetrate (for example hitting the shoulder and STOPPING). 

You also do not want one that fails to expand.  That is why military FMJ is banned from use in hunting in most states.  The pencil hole through tissue without sufficient damage leads to wounded game instead of dead game.  I experienced this when I did some field testing for a bullet company that produced an all copper bullet.  I hit my white tail and teh bullet passed clean through without opening up.  That doe went for MILES.  This is NOT what you want to happen.

Kill tehm quick and put them down.  If you don't get perfect shot placementy (and really - who does?) then tissue damage is and bleeding is what does the job.

It is refreshing to see someone admit that they are not a fantastic shot.  god knows that I am not either so I almost always shoot twice to make SURE that the game goes down and stays down. 

Added meat loss is the price I pay, but I woukld much rather lose a steak than lose a wounded animal!

Too much destruction of meat on deer eh?  Yeah this is another real world senerio that explains why I don't much favor .30 Cal magnums for certain animals.  That cartridge will be a great black bear and as an elk cartridge.   think that cartridge will give you all the range you'll ever need on biggame.  For the size of a pronghorn consider that cartridges like the .243 Win, 6mm Rem, .25-06 Rem and the various non-magnum 7mm cleanly and effectively kill pronghorn every year and have for decades.   Pronghorn are not all that hard to kill and there is very little chance of a 165 grain 300WSM failing to penetrate a thin skinned small framed 110 lbs animal like the pronghorn.  A 130 grain would be more appropriate if it shoots accurately in your rifle.  Take it to the shooting range and see what your rifle likes.  If not, then yes your 165 grainers will surely kill them and sounds like a great all-around choice for biggame.  Just be aware that you'll be cutting out more bloodshot meat on a small framed animal.  But as was stated above, better to loose some steak than to loose a wounded animal all together.

As far as unleaded bullets goes - you want the density of a jacketed lead core bullet, performance goes to hell real quick with anything lighter, just ask any waterfowler who is old enough to remember using lead shot on ducks and geese prior to 1991.  The makers have yet to come up with anything as dense in a price range that matches lead for bullets.  The military is working on it and has plans to be unleaded real soon, but their end use and Hauge sanctioned limitations are different than ours in the field.  Ditto on your idea of keeping it simple by using one rifle on various biggame.  I used a .270 Win on all my biggame - elk, deer, pronghorn.  And while I think it's a great mule deer and elk cartridge I also sometimes think it's a bit overkill on pronghorn and even on smaller whitetail deer.  But what ever works, works, right? 

A lot of good answers here.  To answer your original question, of the animals you listed, elk are the largest and perhaps the hardest to kill.  If you are going to limit yourself to one bullet, pick the bullet that is the best for the largest and hardest animal that you want to kill.

Every shot is different.  A half inch in bullet placement or a few degrees difference in the angle of the shot will make a lot of difference in what the bullet does to what it hits.

Generally the old or standard cup and core bullets tend to open quickly and don't get a lot of penetration, especially in larger animals.  One of the largest bull elk that I've killed I shot with a .25 cal 117 gr Sierra GameKing bullet.  I shot him at about 75 yds just behind his shoulder.  The bullet his a rib going in and it literally shread his lungs, and it didn't even cut the rib cage on the other side.  The bull dropped dead in his tracks.

I made that same shot with that same bullet at a Mountain caribou in Canada.  That bull was 250 yards away from me, and we heard the bullet ricocheting off the rocks 100 yds behind the caribou.  The caribou took a dozen steps, and fell dead.  The bullet did not hit bone, and there was a 1/2" exit hole behind his off shoulder. 

On that same Canadian hunt, I also shot a Wolverine with that 117 gr Sierra bullet.  It was a 100 yd shot, and I could put both fists in the bullet exit hole.

With your .300 WSM, I would think a 168 gr Barnes TSX bullet would meet your goals of antelope to elk...if it is accurate in you rifle.  I believe Hornady, Nosler, and Winchester are also making all copper bullets similar to the TSX, and some of the bonded core bullets like the Accubond will give good penetration.