We specifically acquired a vehicle that could be towed 4-down so we could easily hook/unhook. We did not want to have to screw around with dolly-related activities (like finding a place to put a dolly), and as someone else said the weight of the dolly is additional weight the MH must pull/brake. Thread here for reference: Ford C-MAX Towing Experience
Much of our effort to avoid a dolly comes from our prior RV...a trailer. I hated hooking and unhooking that thing, and a tow dolly seemed to be be a different form of the same hassle.
I've pretty much got this down to where I can hook up in easily less than 90 seconds start-to-finish (unhook in less time than that) if the tow bar is already on the MH; add another 90 seconds if I have to remove the tow bar it from the MH storage compartment and hook up the MH end. I do use a ReadyBrute Elite, so there is no braking system to turn on (that save a lot of time), calibrate, etc...I just hook up the brake cable with a clip.
The only hassle was the initial setup of the base plate, brake system and brake lights. On our towed it took a bit of work for the base plate and brake cable due to the very minimal space underneath the hood. But once done...it's done. The lights were easy...and tied into the existing vehicle lights with diodes so I have to do nothing but hook up the electrical cable from the MH.
My wife uses this car for work commuting normally, so that was a another factor...had to be a nice car for that primary purpose. That's why we decided against the Jeeps...but when I replace my car (I work out of the house) we'll likely get a Jeep and install the same tow setup so we can pull either vehicle (Jeep for "adventure camping," and the C-MAX otherwise).