HF has three or four dollies, reg and small wood, and I think reg and small in poly. They work fine for most stuff, and most surfaces, but sometimes its worth the time to make just what you need.
My junkyard friend has a very small dolly, size of a sheet of paper, made of metal with small high grade metal wheels. You might not believe the stuff he has used that dolly to haul away.
I've got two home made dollies, one is an all metal engine cradle made to bolt up to the motor mount and bell housing of the engine in my avatar. It barely clears the floor and the idea is to roll a in progress motor project easily out of the way. Second one is slightly larger than the reg HF, made of two layers of 3/4 plywood, and large heavy duty casters. Total over kill the reg HF never has failed, but this one gets the big dirty/greasy jobs.
Not a dolly, but two items that work GREAT, Metro style wire shelves with good casters and a garden wagon with 8 to 10 inch inflated tires.