For a little over $800 you can buy a good tow bar AND brake system from Ready Brake-----$500 with the free tow bar (beware of free towbars).
Base plates run around $400. Installation varies, but it wasn't a bad job on my Explorer (DIY).
For lights, I removed the tail light assemblies and drilled (carefully) new holes in the back side of the tail light assemblies. I then mounted a separate bulb (sockets readily available at your auto parts store) and reinstalled the tail light assembles. Then I just ran a trailer towing cable set back to the new lights. Magnetic lights are another easy choice.
I love the flexibility that towing 4-down gives us. We (DW likes to help) can unhook in 3-5 minutes and take off in the toad and it only takes a little longer to get hooked back-up. If there are no pull-through spots at the campground-------no big deal.
The only drawback is the inability to backup, but that has only bit us once in 38 states and 40,000 miles of towing. So we spent the few minutes and unhooked.
I too have seen people struggling to load a car unto a dolly and strapping it down. When we're traveling, I like things easy and simple. Once setup for 4-down towing, it's as easy as it gets.
By the way, a tow dolly or trailer adds weight that needs to be towed.