I have been all over the USA for 4 years now. I have not found any places that said tow dollies were not allowed. There are many good tow dollies out there. Mine is made by Stehl. Some states will require the dolly to have brakes. I strongly suggest you get one with surge brakes. No brake controller installation is necessary with surge brakes. The brakes will work on the dolly regardless of what vehicle is towing it. They are for the most part a maintenance free braking system. Occasionally as with any vehicle you check the brake fluid level and brake pads.
Some tow dollies have wheels that will steer as the MH turns and others have a pivoting tire deck that will pivot when the MH turns. Mine has the pivoting deck, I have no experience with the steerable wheel models.
I would have to say that Towing 4 down would be easier but the right tow dolly allows you greater flexibility for what kid of vehicle you will tow behind your MH. With a tow dolly for the first day or two after you load the car you have to make occasional stops to tighten your wheel straps. They stretch and will loosen. After retightening them a few times they will remain tight. Good Luck with your search, do your homework and make the purchase only once.