Good question, I would advise the following:
Before the drive:
- All fluid levels (coolant, oil, etc)
After the drive:
- tyre pressure (35psi).
- engine bay, look for any loose hoses, leaks.
- air filter. Remove the sand by tapping it gently on the floor. Replace the filter every 15-20,000 kms
If you take the car to a carwash (no need to do this after every drive), but when they lift the car you can have a look underneath to see for any leaks or broken rubber bushings.
Most important of all: get to know your vehicle better and talk to your mechanic and tell him you are off-roading with this vehicle and he should inspect drive shafts, suspension, and fluids more often.