I disconnected my rear driveshaft and put the transfer case in neutral and towed it from Albuquerque, NM to Boston, MA. One thing to keep in mind is that if it's on the dolly for longer than a day, your transmission might drain fluid away from the pump and grind badly when you try to put it in gear and back off the dolly.
I resolved this issue by putting the e-brake on in the jeep, putting the dolly ramps down, and then just pulling the tow rig forward.