A few years back, I got all my gear stolen. All my Hasselblads and 35mm gear at the water park east of the dunes. I was depressed. But it is georgous place to go. I did tent camping at the dunes.
Yah, do watch out for the 4 wheelers. Fun crowd, fills up all the drinking establishments. I think there are dunes areas where they can only drive so don't take your cameras there unless you are photographing them. You don't want to get hit (I mean run over, they are nice folks). My boss is a 4x4 buff and that's one of his favorite places to go.