From my prospective, tow dolly's tend to be an accident looking for a place to happen. I used one once many years ago to bring my El Camino home after it lost the trans in Central CA. I have seen far to many empty tow dolly's bouncing along the road behind an RV, then see a car off of the road several miles back.
I have towed several cars on a tow bar, all four wheels on the road, for thousands of miles with no difficulty.. Vehicles with automatic transmissions can be problematic, manual transmissions are generally not a problem.
A word of caution; DONT TRY TO BACK UP A TOWED VEHICLE, EITHER ON A DOLLY OR A TOW BAR... SERIOUS DAMAGE WILL RESULT..