What are the diff between tow bar, dolly, trailer?

4 wheels down is the easiest but many cars are not towable 4 wheels down. If you want to use your car that is not towable you can usually use a dolly, which further limits the cars you can tow since the dolly adds weight, and of course $$$.

Not sure why you would want a trailer other than to protect the car or to tow a car you can't tow 4 down or dolly.