Sand? Hell yeah!
Snow? Bring it on!
Mud? I'll go there, within limits?
Rocks? Why not, as long as I've got the clearance.
I don't do anything extreme -- as other point out, it's too costly to chance wrecking a new, expensive truck -- but if I wasn't going to use the truck for some fun, I could certainly have gotten something more comfortable and fuel-efficient for the money.