You are going to want something with a bed, I'd say a regular cab Ranger, with 4x4. 1st-3rd gen (83-97). The suspensions are easier and cheaper to modify on those years. An manual would be a better choice of transmission, the autos in those years weren't the greatest. However, the 95 and newer autos were a little better. A 4.0 is a good choice for power and gas mileage (just keep the throttle light and drive the speed limit). However if you are looking for the best mileage, get 2.3 4cyl, they came with 4x4 up until 96. The 2.3 changed to fuel injection in 85 or 86 I believe and became a dual spark plug in 89.
The Mazda B-Series (non RBV) are good trucks too. But they are getting alot harder to find in decent shape. And aftermaket off road parts are almost non existent. So a RBV based B-Series is your next bet, they started selling in 94. So you would still get the RBV off road parts for your truck while still having a Mazda.