Welcome.
Compared to the Trans Am and Corvette, probably any mod you do to the Sidekick will be "low cost"

Body lifts and or spring spacers are pretty inexpensive for these things. There are several good posts archived on these topics.
A header and open element air filter are relatively cheap too, but I doubt you'd appreciate the power gain, again, given the aforementioned vehicles.
I'm not sure about your '95, but 30x9.5s are supposed
to fit on my '90. With a little wider, lighter wheel, that might be pretty good for sand use (once they're aired down).
I'm sure others will have much better and many more tips for you.