It's like a rifle...it's not often that you need a rifle, but when you need a rifle, you NEED a rifle.
I live in the desert and I've always had 4x4s, was into Jeepin/rockcrawling, etc, and in the last couple years have ended up with a couple 2wds. Drive me nuts not being able to go places I used to not even think about, or almost getting stuck places I didn't used to think about, just soft spots in dirt roads. I haven't gotten stuck enough yet to need pulled out, but I've had to air down and dig.
Which reminds me...if you get stuck, don't spin the tires, air down and work it back and forth until you get some smooth, compacted surface to get a run on. Keep a pressure gauge and valve stem core remover in the rig( and some spare cores). It depends on vehicle weight and tire size, etc., but about 20 psi is a minimum of "aired down". Small tires on the front of a heavy diesel pickup should probably stop about there. Otherwise, 15 psi is probably good, maybe as low as 10. I'd rather have to drive home or to an air source real slow than call for a tow. I usually keep a Co2 bottle in the rig when offroading. Don't go very low at all if you have wide wheels and narrowish tires...better yet, don't run wide wheels. I run my wheels a little narrower than the tread of my tires.
An SUV (not counting Jeep Wranglers/CJs) will get further in 2wd than a pickup because they have more weight in the back. Diesels are the worst 'cuz they're heavy...but if you put 39" tires on one, they go pretty good. :-D
I'm on the JustRuns.com volunteer recovery list...if you hunt the Imperial Valley and want someone to call in case you get lost/stuck/broke down, PM me.