The real risk is the transfer case. You'll blow it up if you don't tow the vehicle properly. There are two schools of thought:

1) Put the T-case in neutral, and put the transmission in neutral. You're good to go, in theory. This won't work with an auto, though. And some guys will swear that this method will tear your t-case apart anyways.

2) Trailer it. This method has never blown up a t-case. Ever. Not even once.

There you go - Have a safe trip!

Scott