Shades are cool of course but are they good enough go wear on a UTV ride? Well, that depends on if you're out on a solo ride or with a caravan of UTV's. Are you leading or are you following? Is the weather nice out or is it pouring rain?
For a beautiful sunny day in Arizona I usually choose to wear my sunnies. They're cute and I've never had an issue with dust unless we're not leading the pack. That being said, I would wear googles if Im the second or third driver in the pack.
All rainy days however, call for goggles. They help keep your face from being pelted from the rain and provide better vision. The speed of the vehicle and the drops of rain hurt much less when wearing goggles.
Regardless of your choice alway always always wear eye protection no matter what! Rain or shine!