All-righty then. I'd guess that "off road" means you'd be on unimproved roads and fairly well established trails? Blazing trails and path-finding are best done with experienced folks and more than one vehicle.
The price range rules out a pinz. For modern MVs, it puts you into CUCV or deuce country.
None of the CUCVs are particularly good in the snow or sand (chains are a big plus) but if handled carefully and properly set up they'll do pretty well. What they generally won't do is break a trail cross country or go well in deep mud.
M35A2s can be bought at a low price and if height, width, turning radius, weight etc are taken into account, they'll fit the bill. Being higher and wider that most off road vehicles you may have clearance issues. Don't forget that even if the trail floor is wide enough, a tree leaning over the trail can stop you as surely as a BFR in the middle of the trail.
An M35A2 or similar will go places that'd raise the hair on the back of your neck but even with the tire pressure lowered they have issues with some sand. Sand with sharp edges seems to hold up and bear weight better than rounded wind blown sand which is like driving on ball bearings.
You'd have to pick your path carefully because not many other off road vehicles are going to be of much help with a heavily mired or pinned deuce. Tire chains help a lot in most reduced traction conditions for snow and sand.
You'll have some maintenance to do ASAP after getting the axles in water.
A winch, if maintained, is a definite plus. It usually adds about $1,000 to the price of a truck. To really get the benefit from it ,you'll need a sling chain or two, a snatch block (preferably two) a couple pair of heavy gloves (welding gloves work well) and some cautious practice BEFORE you go out.
I usually keep the shear pin safety wired to the PTO driveshaft so no one can blow up the winch doing dumb things and keep several more pins in the glove box with a punch to drive out broken pins. That 200 foot cable sure seems long when you have it unspooled to clean and lube it but can seem awfully short out in the boonies.
My experience is that 11.00R20 XLs make a "night and day" difference but, again, price would be an issue. They can be found at reasonable prices with some scrounging. though, so you could buy a truck and put them on the wish list. Until I find a better tire for the money, I'll always have at least one truck with them.
You'll need to go into this with the understanding that the maintenance, particularly for off road use, must be preventative, not reactive. You need to address things like torque rod bushings, front axle boots and brakes before getting much further than a winch cable away from good roads or trails.
Also, a proper self recovery kit and tool set is a must. Look in the RESOURCES section for FM 21-22 and review it.
I suggest you hook up with any experienced MVer you can find and spend as much time with MVs s you can while filling the piggy bank and making a decision on where to invest you hard earned money.
Good luck and welcome to the clan.
Lance