Yes, I have, and occasionally use, a dolly. If I want to take the PT Cruiser with us, it is a necessity. When we took our vacation and went to Chattanooga, we wanted the PT, so the dolly got a real workout. We didn't find it all THAT bad, and not one of the RV parks we stayed in across the country had a problem with the dolly.
Back then, I had a Jeep. I towed it 4 down with a cheap Reese fixed arm towbar. No problems.
Now, the Jeep is gone, and I tow the truck with a Roadmaster Stowmaster 5000 telescoping towbar. I don't find it to be any better than the old fixed arm towbar, even though a new one is about 6 times more expensive than the Reese. But, I got a good deal on a used one.
I have also used a trailer for transporting a vehicle. There are a lot of vehicles that can not be towed on a dolly and can not be towed four down. A flatbed car hauler is a viable option. Yes, there are "inconveniences", but there are also advantages; ANY vehicle can be loaded, up to the size/weight limits of the trailer, a trailer can be backed up anytime anywhere any distance, a trailer can be used for other things (I used mine for hauling hay).
The bottom line is, there are advantages and disadvantages to each method. It all comes down to personal preference.
Edit: If you want to spend a lazy afternoon in a productive manner, find a rest area with a good view of the freeway, and sit back with a cold beverage of your choice, watching the traffic going by. Take particular note of the motorhomes, and what and how they are towing. I think you will see a LOT of four down tows (many of them Jeeps), many dolly tows, and the number of trailers will surprise you!