Beware IANAL (I am not a lawyer), but I did stay at a Holiday Inn Express last night:
If you have out of state plates, you are still held to the road requirements of the state upon which you are driving, in a general sense. Think of it this way:
The Speed limit in most of WI is 55 or 65 MPH. The speed limit in many southern states is 70MPH. Drive 70MPH in WI "cuz I can do that at home", you can get pulled over and ticketed. They law here says 55, so drive 55. Have the right equipment required for HOW you're driving WHERE you're driving (mirrors, sometimes doors, windshield, lic plate light, etc).
Now, when it comes to a Roxor on road. If you have regular (or designer) road plates for your state, meaning you've gone through the legal registration process whatever it looks like in your state, you are no different than any other out of state vehicle (even if the current state you're driving in would not have granted it through whatever commy reasons they have). That being said, if the state you're driving through require windshield squirters to be considered "road legal", you better have windshield squirters. If your state does not require a front plate but the state you are traveling through does, put the damn front plate on.
If your state allows for Low Speed (Golf Cart) tags or UTV mini-plate tags or whatever, do not try and roll down the highway in another state. That is dumb. Don't be dumb and you will be fine. A cop will pull you over if you break the law in his state/county/town. If you drive a Jeep look-alike from out of state that is following all local ordinances (use of lane, speed, signalling, etc), you will be fine. There is reciprocity (fancy word) among the states for road vehicles plated but not for all special uses. My goal in plating my Roxor is to not be a 'special use'.