With reference to the "bold" areas above, what type of tires do you have now? (width? tread pattern? depth of tread?)
for sand driving, you want wide and tread that won't "dig" in. lower your psi down to about 12-15psi (or lower if you dare) and that will widen out the "footprint" of your tires in the sand and make a HUGE difference. you'd better have a decent way of airing them back up for when you go back to pavement and a compression strap in case you break the bead loose on one. airing your tires down is much cheaper than a gear swap.
If you buy more tires, get some with a tread pattern that is not deep and agressive. You dont want them digging. digging in sand will only cause you to sink. even consider buying used tires with less tread on them.
I'd consider adding a transmission cooler also if your F250 is automatic. Driving in sand puts tons of extra stress on the drivetrain. Chances are that if you've never smelled "burnt transmission fluid" you will soon. If you think that the transmission cooler is expensive, ask how much to rebuild that transmission and that'll cure that.
Pack yourself a good shovel and something for traction under the tires. I've seen everything from boards used, to sections of chainlength fence. The ideal thing to have is "traction ramps" (also known as sand ramps or sand ladders). theya re metal ramps that you put under your tires to get unstuck in sand. see
OKoffroad.com 4x4 Recovery - Sand Ladders or search google for other options.
Does our truck have lockers on the rear? if not, that'll help alot with total performance. less work on the traintrain because less slip-age, especially as your vehicle might rock side to side in ruts. I'd do this before I changed any gears. Remember that if you change the rear gears you have to change the front also.
however the best thing I can tell you about sand driving is that your momentum is key to staying unstuck. don't loose forward momentum. Also, if you can follow in someone elses tracks in soft sand, it's already packed some by them. better than plowing it yourself with your tires.
If you brake and come to a stop and it's soft sand, then get out and knock the mound of sand down in front of your tires before starting.... because you've got to restart your momentum and then also overcome the little pile of sand in front of your tires. this is a likely time to get yourself stuck if the sand is soft. coasting to a stop reduces sand from piling up.
hope all that helps... have fun.
mike