I live in Ventura county, (just outside LA). Not many places to get stuck around here.. but within a few hours drive, I could get my CX-5 stuck in the Anza Borrego desert (going camping there next month on some sandy road that's supposed to be OK for 2wd), or on a beach in Baja, or somewhere in Death valley.
As far as lifting the CX-5 and putting on some beefy tires.. I chose the CX-5 as a good all around vehicle (good for long distance travel, fun on windy roads, and fuel efficient) IMO lifting it and adding beefy tires would ruin the car.
I did not want an SUV when I was shopping around, but now that I have the 8.5 inches of ground clearance I plan to use it.
As far as adding AWD... that would be quite the project. I know it will never happen, but it would be awesome to buy a totaled 2.5AWD CX-5 and swap the engine, AWD system and the 40-20-40 seats into my manual CX-5. (tho it might be easier to sell my CX-5, but a 2.5AWD model and swap in the 6MT from a European manual AWD cx-5)