I have towed using all three methods: Four down (Jeeps, Dodge Ram 1500); tow dolly (PT Cruiser convertible); and trailer (Jeeps, AMC Eagle).
I agree, four down is simple. I used a fixed arm adjustable width towbar on the Jeeps, and a telescoping towbar on the Dodge. I really didn't notice a lot of difference in hooking up or unhooking.
The PT Cruiser is not towable four down (automatic transmission). The dolly worked well all the way from Montana to Georgia and back. I really wish I had not sold it! I didn't have any problems at any campground all the way down there and back. Storage of the dolly was never a problem at home or on the road.
A trailer creates some problems while it solves others. In Montana any trailer that has a GVW of 3000lbs or more must have brakes on all wheels, and a breakaway system that will hold the brakes applied for at least 15 minutes.
the trailer I had was great for hauling hay bales to feed the horses (when we had horses). A trailer can be backed up anywhere, anytime, even around corners, depending on the skill level of the driver. It is not recommended to back up a four down tow or a dolly tow, although some say they do it.
the bottom line is, the whole thing is purely personal preference, and what vehicle you want to take with you.
The choice is yours.
Good luck.