Normal shovel. This is basically our most useful tool in desert driving. In 95% of recovery situations in the desert, a sturdy shovel will get you out.
I know in the US winches are used along with tree straps etc to self-recover. Winches aren't very prevalent here as a self-recovery tool since we very rarely have something to strap on to in the desert. Land anchors for sand tend to be large, heavy and impractical and I've only ever seen a handful of people with one
There are quite a few people who have winches on their rigs here but they are mostly used to help recover someone else