Trust me, I tried both, taming without a taming pen is much easier. If your a descent shot you can easily take on out with tranq arrows and a crossbow. ( maybe a bow but don't be disappointed if it gets away) If your concerned about being safe when taming it ( which you probably should be) then you should tame one towards the top of the " volcano " next to the green obelisk. ( predators normally can't get up there.)

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