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If the Yukon is 4WD and has a transfer case that can be shifted to neutral, I'd tow it all 4 down. Check the owners manual for the actual towing procedure, but all we did with our Suburban is put the transfer case in neutral (2 buttons on the dash), ensure the parking brake is off, and lock the door.
You can check with the towing experts at http://www.remcotowing.com.
Most of us prefer four-down towing if our tow car can be towed that way. Otherwise, some have to use a dolly with the front wheels off the ground, while others have to tow it on a trailer. It depends on the vehicle, but many of us feel four-down is much easier and much less hassle when we arrive at a destination..
If you tow 4 down (assuming that is possible - check the Remco site already referenced), once you arrive, disconnect and stow the tow bar. With an enclosed trailer, you must get the SUV out of the trailer, disconnect the trailer and park it somewhere, often some distance from the RV, then you can back into your camping site.
The biggest issue with towing a car on a trailer is finding a place to store the trailer when you arrive at a campsite. At 25 ft. or longer the trailer is almost as long as some camping units.
On the plus side, carrying the car in/on a trailer does let you back up the motorhome with the trailer attached ... something you can't do with a flat towed car or one on a tow dolly.