I shot my first elk with a .338-06. I've had two .35 Whelens, a .35 Whelen Improved, a .375 Whelen Improved, and a .411 Hawk (similar to a .400 Whelen). All are gone now and none are missed.

Between the .338-06 and .35 Whelen, I'd probably go with the .338-06, probably because it can be made to shoot (a little) flatter. But, I think the .30-06 with a stout, accurate 200 grain bullet would be first choice over everything else.