A touch on the throttle will keep the wheels moving and the vehicle pointing in the right direction. If you get stuck, try and rock the vehicle backwards or forwards, building up a small stretch of hardpack sand that you can accelerate off from. Have your recovery gear handy. Wash your vehicle down after use. MUD Speed and power are essential.
Good tyres help.
Low second or third are probably the best gears. Move the steering wheel from side to side rapidly to improve traction. Keep a steady pace. Stay out of ruts if possible. If you do become stuck, rock the vehicle backwards or forwards by alternating between first and reverse.