What do i need to do to change a UTV into a On-road Vehicle?

I currently ride a crotch rocket and was thinking about selling it and purchasing a UTV such as a Yamaha Rhino or Polaris Ranger or such. Here in Arizona I can get it licensed to drive around town. what kind of gas milage (mpg) can i expect? How fast is top speed? can i get wheels and tires that would wear better on a regular road?