In this place, from the city to the dunes and back, you can only do it using 4wd SUVs. Any other try using a regular car will end up with your car being pulled back to the town by an SUV...
The tours made from town to the different locations in the park, to the dunes and lakes, are a great experience... they are even more exciting than the landscapes you find at the destination.
What to buy:
Local shops produce and sell local handycrafts made of palm leaves and tree.
Some pieces are very well done, very good taste indeed.
And very cheap. Four to six times cheaper than in the capital Sao Luis.