Don't engage 4wd on pavement. If you have a couple of inches of snow between the pavement and the tires it can be a bit helpful. Oh, and 4wd won't help you stop but it'll sure get you going fast enough to get you into trouble. There's a difference between 4wd and AWD. What you have is a 4wd vehicle. Ever notice how many SUV's you see in the ditch on nasty winter mornings?
Never, ever, use a tow strap with metal hooks on the end. Just don't do it. They really hurt when they get away from you. Use the nylon ones with the loops sewn into the ends. Or a chain. Or both.
Jeeps are meant to be used like Jeeps. Just don't go hog wild with a new stock vehicle and you'll be able to do things that will amaze you. The Liberty is every bit as good as the old Cherokee they replaced. It's no Wrangler but it'll get you there if you use your head. There's no shame in walking a section first before driving through it. As the KK's start showing up as used cars at a relatively inexpensive price you'll see all sorts of weird modifications starting to happen. Right now they're still grocery getters and kid haulers for the most part. I see that changing in the near future. Same as what happened when they came out with the Cherokee.
Don't be surprised if you start developing a bit of brand loyalty. This can get very expensive. The new Wranglers are pretty nice and I drive past a dealers lot every morning on my way to work. There's one singing a siren song to me right now. Just Empty Every Pocket.