If you have done much four wheel driving before, there is a good chance that you would have found yourself stuck at one stage or another. How you got out of that situation would have varied depending on how stuck you were, the people that you had with you, the recovery equipment that was available and the knowledge that you had of how to get out. By having a winch on your four wheel drive you have the best insurance for when you get stuck. It doesn’t matter where or how you are stuck, a winch will be able to get you out if you know how to use it correctly. Of course, if you need to drive the opposite way to where your winch is mounted things can be a bit difficult, but you can work something else out without using the winch. Some people actually mount winches on both ends of their vehicles, for this very purpose!
Of course, you need to have one that is rated for pulling your four wheel drive through the mud up a steep incline, fully loaded and towing (if that is what you do). As long as you have that, and you know how to use a winch you should have no issues at all. I find that using a snatch strap is usually an easier option, but there are a number of times where I have used a winch instead, because it’s safer and you have a bit of extra control.
Winching when you get stuck is a great way to get out, but it’s also a very easy way to cause damage to yourself, or to a vehicle. There is a lot of force on a winch, and it wouldn’t be the first time that something breaks when a recovery is taking place. Ensure that you have a dampening bag over the cable, and that you are winching in a safe way. No one should be standing within 20 metres, except the winch operator (who should hide behind the door of the vehicle!)
If I can offer any advice, it would be to take your time when deciding on how to recover a four wheel drive. By standing around for 5 minutes and looking at the situation, you will come up with several different ways to recover the four wheel drive, and you should be able to do it without any damage to people or vehicles.