UTV's are expensive, to be sure. However, by the time you add front and rear lockers, etc. to a Jeep, you might be getting close to the price of one. They come from the factory with all that stuff. However, you can't really make a UTV street legal, even with lights and a horn. It can't be street legal unless it passes all the safety and emission tests. Old Jeeps are exempt because of their age.
