What is the most fuel-efficient, rugged vehicle for a very active lifestyle?

I've always driven Jeeps because I like the flat, long bed in the back (my back seats are always folded down) that hold my camping equipment, kayak, snowboard, tools, tubes, surfboard, bikes, or whatever else I'm lugging that day. I also sleep in the back on long road trips as a safer alternative to a tent (I can lock the doors when I am alone). I'm not a fan of putting my surfboard and other sports gear on top of my car because of road debris. I live in snowy New England and love 4WD...and I go off-roading, so I actually use my SUV as an SUV. But I want something better for the environment and with better gas milage. I've considered Subaru Outback, Ford Escape Hybrid, Volvo Cross Country (but this is a bit $$ for me). Any thoughts? Anyone is a similar dilemma? Thanks for your input!