I have found with a 4x4 truck I still get stuck, I just get more stuck farther in. That said there are definitely trips that simply would not have happened w/o the abilities of that vehicle. I've found it is important to have two vehicles going into these places, so one can "test the waters" and be towed out if need be. Trucks are great, but they just aren't made for driving on the freeway!
I am surprised to hear about the volkswagen diesel situation. I've seen tons of them on the road. It's too bad they don't offer their 4-motion w/ TDI.