So there is nowhere in the state to go legally at all?
Here in Arizona we have a bazillion places. Some places you do need to just get a permit/sticker ahead of time, some state land places have a small fee, but some are just open. And a lot of forest roads.
My personal favorite from the Department that governs the trails here has a little write up about each of the "big" trails and here is one:
Overview: A fun place to take your ATVs, SUV, dirt bikes and Jeeps. Hilly, sandy terrain, with network of roads and trails. Deceptive, you can quickly find yourself with the rubber side up and shiny side down.