The taming is worth it for the long run, especially Lox & Wolves. If you kill all the Lox, fret not, they respawn, usually in small herds of 3 or 4 so you can tame more later if needed.

Boar are good early on for food & leather, so if you find a 1 or 2 star boar try to capture them first, they drop heaps more material when you butcher them, but they need to be contained first. I suggest building a sturdy stake wall style pen to keep them penned in, as it is less likely to break from the boars attacking it when they are still aggro'd after capture. Just thow them some berries or mushrooms & they will pipe down after a bit & begin to tame up.

With Lox, I either sneak up to them & evade after dropping berries for them but also stay within a certain range so that I can see them taming, Or, Stand up on one of the large rocks in the plains (also in sneak mode) and drop berries for them and just wait it out I find best.