I've gotten tired of all of the threads where people are asking how to prepare for rallyx/mud/gravel/dirt/etc. driving. Here's my guide. Feel free to add if I'm forgetting things, or comment if you'd like, but hopefully this will save on some of the repetitive questions.
If you're going to do the occasional rallyx, stock tires/wheels work very well. If you're going to get more serious, upgrading to rally wheels and rally tires is helpful. You can find used 15" rally wheels fairly easily, and rally tires can be found pretty easily used from rally teams that don't use them after a couple stages. I'd suggest running 40psi on the stock wheels/tires to prevent rolling the tire off the bead.
I picked up some urethane flap material from www.rallylights.com and cut them to shape. I anchored them with drywall anchors using existing holes, and they are very sturdy. Other people have used truck flaps from auto parts stores in place of the urethane.
Skid plate/rear diff protector
I picked up a rear diff protector from www.duffguards.com shortly after I got the car, and I recently got a primitive front skid plate. This protection isn't absolutely necessary, but it'll help if you're on an exceptionally rough/rocky rallyx. I've got a few scratches on my rear diff protector, and not too many on the skid plate so far, but they help with piece of mind.
The stock suspension seems pretty capable for rallyx duty. As you get more serious you may want upgrades, but stuff like DMS suspension isn't cheap.
Another great resource is www.rallycabal.com. Join the forums and ask questions. If you're in the midwest you can probably meet up for a rallyx in the area. They have a FAQ that is very good at http://www.rallycabal.com/resources/faq.php .
OK...I'm done for now. Feel free to add if anybody has suggestions, or PM me with questions.