How and what to tow is purely personal preference.
I, too, have done all three ways over the years.
Each has its problems and annoyances. Each has its good points, too.
Yes, a trailer can be a PITA. But then, so can a dolly, and my Roadmaster Stowmaster towbar quite often qualifies for that appellation.
Actually, I was very happy with my old Reese fixed-arm adjustable width $145 towbar, but I needed the extra 1000 lbs capacity and found a good deal on craigslist for the Roadmaster.
Anyway, the choice is yours. There is no "right" or "wrong" or "best" IMO. there is only what each of us likes.
Good luck.