"Are tow Dolly's a Hassle?"
they are if YOU think they are.  If YOU don't think it is all that inconvenient, then it isn't.
I have a dolly for the PT Cruiser.  I drug that thing from Montana to Tennessee and back, no problem at all.
For moving it, I went to Harbor Freight and bought the "trailer dolly" gadget.  This old 70+ COPD afflicted guy can move that dolly no trouble with it (it works great for my ATV trailer, too!)!  I have it put together so that I can easily take it apart and carry it in the basement of the coach.
A dolly is just like the fixed arm towbar I used to have.  "They" say such towbars are just terribly inconvenient, and impossible to hook up by oneself.  I never found it all that inconvenient, and I hooked it up by myself many times.
Towbar or dolly, it is all purely personal opinion!  Some swear by them, some swear at them!
I do however, agree with the statement that SUVs usually can not be towed on a dolly, whether 4X4 or AWD or RWD.  I have never seen a 4X4 or AWD that can be dolly towed.