Near my house, there's one sharp turn that needs to be taken at a very slow speed. With sand in the back, the truck makes the turn easily, even with snow. Without weight, the rear end breaks loose quite easily on that corner. When leaving our neighborhood, there's a hill with a stop sign at the bottom of it. With no weight in the back and slick conditions, the anti-lock brakes engage repeatedly in the rear. With a few tubes of quicksand in the bed, the tires don't slip. 4WD is great for some things, but really doesn't help in these situations.
I'm a belt-and-suspenders guy I guess - 4wd, good tires, weight in the back, and don't drive like an ass.