A BFG AT 33 x 10.5 R15 will get really good gas mileage for a 33.
Also, all the benefits Bondogto mentioned, and they are good enough for sand. For mud, a BFG AT in any width is not ideal, but I'd rather have a 10.5.
On road a BFG AT 33 x 10.5 is much better than 33 x 12.5.
Warning: I often edit my posts a few times to get them complete or correct errors.