Thought about AZ or NM? AZ has awesome roads and plenty of OTG land.
You can license pretty much anything you want as long as it has a headlight, brakelight and horn. Rhinos, Mules, quads, KX/CR500s, those little Japanese utility vehicles that are for "farm use only" in the rest of the country, etc.
Only problem is a water source. Trucking your own water will make you efficient as a mofo tho.