It depends on the ground/material. The pull pall seems very popular. Maybe a little pricey but compared to walking home lol? Also there is zero reason to carry a big chain around in a side by side. You can simply put a heavy jacket on the winch cable to keep it from snapping back. If you are in sand there are some youtube videos on using a buried tire and I've done it to test and it works very well. There is also the deadman bag. its a heavy duty mat you bury under the ground and it comes with 4 straps. think like burying a parachute and winching off that etc. I would do some more research and see what type of earth you may get stuck in and get the right anchor type for your situation etc.
Orange 17 Teryx4 LE, 4.5k winch, Full windshield, Roof, quadboss front rack, full size front spare tire/wheel