Teri, as most have said...tires, tires, tires!
I started with Firestone Wilderness ATs on my Explorer Sport Trac (2 wheel drive, limited slip differential). Those tires had a fairly aggressive tread, and they worked great pulling my boats on just about any surface. After the infamous Firestone recall, I had Michelin Cross Terrains on my Sport Trac, and they were great on road, but a nightmare pulling boats on soft terrain. Flat out terrible. The treads would clog with mud in a heartbeat. In all fairness, the Cross Terrain is a highway SUV tire.
I switched to Pirelli Scorpion ATs, and I am back to being happy again. Not quite as good as the Firestones were, but MUCH better than the Cross Terrains.
Get yourself the right tires and with 4wd, you'll go where you need to. But, it's prudent to keep some "I'm stuck" gear in the vehicle anyway. A come-along winch and a decent tow rope is a great $40 investment. Saved me a couple of times.