If I had the choice I would definitely run the boat out. Having said that I rarely ever have the opportunity. Most of the times I go with my wife and kids. My wife isn't comfortable driving the camper or boat and the kids are too young. So I usually end up driving the Truck/Camper & trailer out the dirt roads. I have never had any problems on the road, just make sure you go very slow if you have to trailer.
My son just turned sixteen, and I'm hoping my trailing days will be over soon.