I have basically 3 UTV's. Two of are the conventional type and one is rather unconventional for the type. For fun, very brutal terrain and blasting around, I don't think the Yamaha Rhino can be beat. (read; if I thought anything would be better, I'd buy it) I've had 3 Gators over the years and had really good service out of them. They were all the 6X4 type and I found that they do very well except in deep water, deep snow or deep mud. They will haul much more than you can put in the bed without issue and take a lickin'. I've had so much weight in the bed of my last one that it wouldn't turn because the front wheels were only brushing across the ground.
I'd forgotten that I did have a Mule about 8 years ago for about a summer. For some reason that eludes me right now, I just didn't like the Mule. To the best of my recall, I think it felt "loose", looked ugly, and was difficult to start in the morning. I had a neighbor who heard me complaining about it and he offered to buy it if I disliked it so much. He had it for about a year.
I also have a Kubota RTV. I bought one of the very first RTV's out. I seemed to have all of the 1st year bugs. At one point as Brian can tell you, I was ready to dump it. However, after the initial minor issues were worked out, it has become my favorite workhorse. It is chosen most often for duty around here and gets all the 'dirty' work since it is basically a mini dump truck. The fuel injection in the smooth 3 cyl. diesel is hard to beat along with the power steering, four wheel drive combined with the fact that it is
extremely easy on fuel. For just putting around, I'd bet that you can get almost 40 hours on a tank of fuel. I have pictures of taking both my grandmother and grandfather all over my property in it. They were both in their upper 90's and had never seen the parts of my property I was able to easily take them to see with the RTV. It seems to be the softest, but not mushy, riding UTV I've driven. However, as Brian correctly pointed out, you won't find one for the range you are talking about right now.
My Rhino is taken along when going to my remote property not only to be able to take more people, but for it's ability to get to areas that no other UTV I have will reach. Two feet of water, hills you can't walk up and knee deep mud are nothing but a small obstacle for the Rhino. It will also run nearly 60 mph and can go through 20" of snow. For many reasons it is nice, but would not be a fit for what you want.
The last thing I have that I use as an UTV is a Jeep Cherokee Classic. I can seat 5 in it, go most everywhere I want with it, not leave anymore tracks than my lawn mower and it was purchased for a price that was in the range you indicated. I know it sounds odd, but the only thing it won't do is carry an open load in the back and fit into tight trails. For the money spent for a relatively nice Jeep, I couldn't have bought even an average ATV. Besides, I wanted at least one sort of UTV that would be street legal and I could drive up to my property. Now I just need to see what sort of winch I can buy that will fit into the Reese Hitch on the back for when I get it stuck. So far, I've been impressed as to where it will go without it being jacked up with a lift kit. I just put a good set of P235 heavy lug tires on it and away I went. I have a feeling my poor Jeep isn't going to like me much after a few years.
But, hey, I have seen that even rough Jeep Cherokees seem to bring good money. Since I wouldn't use the Jeep for carrying an open load of dirt or anything, the Jeep was my choice rather than a mini-truck.