Compare pricing.....the U-Haul against a competent, trusted towing company.
The U-Haul trailer is very good, with a lot of thoughtful bells and whistles in all the right places. They usually are relatively easy to load/unload and pull straight at normal cruising speeds.
But.....
The overall rental cost can be quite steep and if you're not experienced at loading/unloading and hauling something on a trailer it can become daunting, and you don't want to ding your baby, right? I've hauled my speedster well over 15,000 miles on my own trailer with never a mishap but if this is your first time you'll surely want to take your time, make sure it's loaded properly and will be problem free on the trip.
OTOH, a competent towing outfit is doing this sort of thing all the time and it should be no big deal for them at all.
So then it comes down to the price differential and what makes sense for you.