Which way are you going to have the best braking?
Being 1,000 or 1,500 pounds lighter using the dolly is attractive except you have no brakes on the load.
If you have a trailer brake controller and rent a trailer with brakes I'd feel more comfortable seeing you exceed the tow capacity of the tow vehicle over using the no brakes dolly approach.
No brake controller? They don't cost much maybe you should buy and install one.
What is your tow vehicle? I've heard of people towing with stuff that should never have a hitch installed. Hopefully yours is something that actually can tow safely.
I've towed a much lighter vehicle on a dolly behind a 1/2-ton pickup. It was such a pleasant experience I soon after bought a tandem axle flatbed trailer and a 1-ton pickup. For your dually truck I'd sure advice pulling it with both adequate brakes and a big enough truck to manage the load.
When I lost the 1-ton in an accident I replaced it with a 3/4-ton. I now regret that decision based primarily on towing performance.