RJOL,
Tow dolly advice:
Get a trailer instead of a Dolly if that's an option. They're a lot easier to back up (and your car doesn't have to ride at an angle and scrape the underside of the rear bumper in dips).
Ditto earlier advice about using tie-downs and safety chains. Also, re-tighten the wheel tie-down straps after only a few miles - they settle in quickly and loosen up. {Standard advice for tie-downs it to check no less frequently than every two hours or 100 miles, whichever comes first, and at every stop. If they've been staying tight consistently, the 2 hours/100 miles may be a bit conservative. }
With a dolly, don't go anywhere where you will have to back up. It's worse than backing a double trailer, because the dolly acts like a very short trailer. The dolly backs like a trailer - the car goes the other way and jackknifes - and there tends to be limited clearance between the dolly fenders and your car's beautiful paint job.
Check dolly tires and bearings (temperature) at every stop. Lights, too.
Rental tips:
Check U-haul.com now and periodically before your trip. Generally speaking, the earlier you make the reservation, the less expensive it may be.
Print out the reservation information! On a few occasions, rental places have "misplaced" the (much less expensive than walk-up price) reservation - until I pulled out the printouts.
When checking for reservations on the web, try other (particularly small) towns near your pick-up and drop-off cities. It can sometimes make a big difference in price.
Happy towing!
Alan.