I honestly always enjoyed riding a bike more. It'd definitely more of a work out though, and they are easier to wreck on. I just think they have more of a fun factor when riding. I gave up on them because all my friends went to ATV's, and it's too tough to try and mix bikes and ATV's together. I was always miles out ahead of them when riding the bike, it was just easier to cover more ground faster.
Now, I too have a 4x4 ATV. I've had one for several years now, nearing up on twenty years of riding one. They are pretty stable, and can cover some really rough territory. They are big and heavy these days, much more so than they were when I first started riding. So, when you do wreck, it's much more difficult to get them righted, and much easier to get hurt.
I have my ATV outfitted with a couple different types of additional storage, a small cooler rack, and an additional fuel carrier, so I can spend long periods of time out on the trails. I don't get as tired riding an ATV as I did the bike, and I can definitely carry more with me.
Now, my friends are all switching over to UTV type Off Highway Vehicles. They are even more comfortable, and seem to be quite a bit safer. I don't have the money for one, but I really would like to get a Polaris RZR. Most of my friends have the Yamaha Rhino, and they all seem to like them. Luckily, UTV's and ATV's mix well, and can ride together well. The only place a UTV really seems to outshine an ATV is steep hill climbs and off cambers.