hmmm... yeah i've had the same problem. i can tell you what i've tried::

2 sets of tires just doesn't work for me - it's too much hassle to change the tires all the time... 2 sets of wheels/tires works, but you have to spend some extra $$ - maybe next time you retire your off-road wheels make them your commuters... my problem is i usually wait until mine break instead of replacing when they're heavily worn... (not the best thing but i'm lazy and just want to ride, not spend $$ and time)

basic commuting tires that are solid in the middle but have good tread on the outside are OK - you loose some off road traction... also most of these are a harder less grippy rubber which lasts longer but is not as good off-road

semislick racing tires simliar to the above post are a decent compromise IF you ride off-road on hard-pack or sand and not much super wet muddy stuff... these tires are almost treadless in the middle so they go fast in a striaght line but have big knobs for corners of when it gets soft and they did in... this is my preferred solution --- i originally got semi-slicks not for commuting but for summer racing but found them great for commuting too -- my semis have lasted a long time on the road too

the other real compromise is that riding your knobby grippy off-road tires on the road a lot chews them up and they don't last long - in addition to being noisy and slow...

for winter, the special studded snow tires i have are also good - they are solid in the middle for hard surfaces and then have big knobs and metal studs on the edges for curves and off-road... pump up the pressure for on road and the knobs/studs don't touch and then lower the pressure for offroad and the contact patch widens... works pretty well for mud too, but obviously not as well as special mud-specific tires...