I have a 5'x8' single axle trailer with a capacility of ~2000 lbs. - large enough and quality/capable to carry a good load from home depot or to the dump, tows well, can tow a distance if need be, easy to handle, and does not take a huge amount of storage space.
The cheap trailers, folding trailers, and such are not worth the money - IMHO. Buy a decent used trailer for $500 to $1000 on craigslist. Use it for your project and sell it for about what you paid - or keep it for general usage as needed (you don't have so much money tied up, so it's easy to keep).
Something like this from Carson, and optionally you can put ~24" plywood sides on it if you want:
http://www.carsontrailer.com/subs/atv-trailers/atv-utility-trailer/utility/utility.html
I agree with all the commenter's here. I used a 5 x 8 single axle trailer for years. It took many trips, but we moved the contents of our house about 40 miles on it. For me, HF trailer or even the Tractor Supply one would be too flimsy for practicable use.