I carry the usual recovery straps, shovel, winch, snatch blocks and boards when I go out. The one time I got stuck and this is stupid, was in a field as I was out surveying a flood zone where I lived to find a safe path to town. The plan was to turn into a dry field and do a 3 point turn in my ranger. I got the front tires into the field and they sank down to the axles. The soil was a mix of sand on top of clay, so it was basically quick sand. The water couldn't pass through the clay. Great for growing, not so great for driving. Long story short, I gave my grandpa a call to come pull me out with his dump truck. If I had just had a small shovel, I'd have been able to dig my self a trail out in short order. Now I always keep a shovel hand.
In addition to the straps, I also keep a couple of short "sling ropes" handy. They're just 8 feet of 3/4" triple twist nylon ropes with looped ends. They work great for small things where a strap wouldn't work so well. Tire lifts come to mind. Instead of using the tire lift for hi-lift jacks, I can slip the rope through the holes in the wheel and not have to worry about hooks slipping off or if the tire is clocked properly. If I'm feeling nervous about weight, I can use two. Just another old trick another grandpa taught me.
My dad came up with his own version of the mat trax. He took a 2 ft. long 2x6 board and bolted 4 feet of heavy duty rubber conveyer belt to the top using carriage bolts and washers. In mud or ice, the loose end of the belt would be pushed under the tire as it spun, pulling the board down to the tire. The nuts on the bottom of the board from the carriage bolts would bite into ice and the board itself kind of floats on the sticky mud. Because the tire is pulling on the belt, it pulls itself onto the board and out of the hold it dug. Never really tried it in dried sand, but I'm thinking the principle still applies. He carries a pair of these in his pickup and never has a problem. Maybe not as light or portable as Trax, but the boards can double as parking boards, jack pads or what have you out on a trail. Put em' on a trailer right and they belt can double as mud flaps. haha.
A few other items I'd take with you if you go out in mud. A 4 ft. T-post, a BFG/ax with striking hammer, short chain (4-6 ft.), a roll of steel wire, duck tape (goes without saying IMHO though), and some sort of call for help gadget (phone or radio). The T-post can be hammered into the ground as an anchor when you get stuck and there's no natural anchor available. And its cheap. Like $5 or less at most farm/fencing stores. The chain will go around the base of the T-post, and the wire to make sure everything doesn't just fall apart when not under tension, which can be just as dangerous as a snapping line.