Paris-Dakkar is a little bit too far and too pricey, but Baja is right here and You have a choice of Baja 200, Baja 500, and Baja 1000.

Here is a short clip from Canadian Bob Bergman's diary, a priveteer who finished this years' Dakar with no support crew.

I rode for a while with a French man, Etienne, whose battery was dead and needed a jump-start anytime he stalled it. He was very grateful that I would stop to jump him when he needed it and he immediately started to call me “Bobbie’ even thou my bike and helmet said ”Bob”. We too, were eventually separated and I soon met up and rode with Simon Pavey, a Brit on a BMW 650. It wasn’t long before I lost him as well, I was cresting a dune and when I saw what looked to be an easier way across it, this turned out to be a trap and I fell into a 50 foot hole of fine dust. That was it, no one knew I was here and I would never get out by myself and now my bike wouldn’t start.

I got out my headlamp and wandered around. I discovered that I wasn’t completely at the bottom of the hole but still on the side, so if I could get the bike to start, I could point it down hill and build some momentum, to try and get out.
It turned out that sand had gotten in the starter button and it wasn’t making contact, this was soon fixed and I dragged the bike around so it pointed down hill. I fired it up, and revved it, to blow out all of the sand that had fill up the exhaust pipes. I stuck it in gear and built up some speed by riding around the sides of the hole, like I was being flushed down the toilet, then I popped out the other side to freedom.