I was talking to a friend of mine after seeing an article in a magazine about this very thing. It had pictures of ligers and zorses and all other mixes and matches. Neither one of us were very pleased with the notion and she phrased a very good thought on the matter: What are you doing to DO with these animals? What specific purpose will they serve? The offspring of many hybrids often end up sterile, so isn't that a big, big hint from nature that says, "These things were not meant to be put together?"
We do not know enough about wild animal physiology and biology yet to put good health monitoring systems in place, hence the reason we don't vaccinate every warm blooded mammal in the world for Rabies, for example. We just don't know enough about each individual animal to start introducing things into their systems that could cause irreparable change. Why, then, would we cross-match them?
Because man does want the best of both worlds; all of the cool factor without a tenth of the responsibility, but it's ignorant in my opinion.
Wild animals belong in the wild. I think we try to hurry evolution and end up screwing with Nature too much. We upset the balance of things by forcing unnatural change.