In-Universe Answer
SG1
As soon as you move a vehicle into play you have to deal with a host of logistical burdens.
- For a mission longer than a day you will also need to send a small supply depot for refuel.
- Terrain would be an issue, as most gates are in the forests of British Columbia. ;)
- As durable Humvee's are they are not all-terrain vehicles and are surprisingly easy to roll.
- Minimal value as most civilizations tend to gather near the gates, typically within 5~10 miles.
- The SGC is a missile silo, not really designed for loading and unloading vehicles.
- Expansion of the SGC to include vehicle repair and maintenance.
Basically, the cost and material to equip an SG team for a week's reconnaissance of a world are way less than what it would take to equip an SG team for more than a day's reconnaissance of the same world. Load a MALP or a FRED with rations and tents as opposed to extra fuel/tires/oil/axels/etc. necessary for function for more than a day and deal with surprises. For most off-world missions their greatest advantage would be as an emplaced .50 cal to guard the clearing around the gate. Or you could mount one on a MALP or FRED without the maintenance overhead.
In later Alpha and Beta sites (i.e. when the Stargate program gets a consistent budget) we do see F302's and I believe the occasional parked vehicle. But by that point, F302's and stolen Goa'uld transports would be more useful for either reconnaissance or transport around a base.
For the beginning 3-4 seasons, our technology pales in comparison to the threats faced on the other side of the gate. Sure an Abram's and Humvee's would be good against small arms fire, but Staff weapons are roughly equivalent to RPG's, and those are just the handheld versions. An Abrams would not only be a poor choice for fighting Jaffa on foot, and it would be a sitting duck to a Death Glider, especially in 99% of the terrain we see. There is nothing we can field until we get Daedalus and the F302's that can come close to matching Goa'uld firepower or maneuverability.
Imagine an Abrams was used in Children of the Gods. It would be stuck in the Gate Quarry, noticed immediately and get blown up by a Death Glider in like 20 minutes, tops.
Atlantis
The initial gate in was better served with equipment and supplies to support the people and by the time they contacted Earth again, they had access to the Puddle Jumpers which don't have the logistic concerns nor terrain limitations. Also, adding a maintenance bay or a 100-story heavy elevator or larger than closet-sized transporter to the tower may not be feasible.
Universe
As they only had what they could carry on the first dial-in, and what the Lucian Alliance could carry on the second dial-in, Destiny never had the opportunity to receive any heavier equipment. If they did have the opportunity, FREDs and other vehicles pale in the versatility and speed of kino sleds over varied terrain. And unless they find a launch bay breaking down F302s is not an option. A puddle jumper could be useful, but they would have to make structural changes to the gateroom and surrounding compartments that could compromise structural integrity. If they were able to resupply Destiny, fabrication equipment and parts would be first on the list.
Out of Universe answer
There was never a story that would have been improved with vehicles enough to warrant the cost and story hassle of their inclusion. Zat's were a problematic enough choice, adding vehicles would have been doubly so.
