Haulin' Colin has built about 30 trailers using a fairly simple MIG-welded steel box-frame design using square tubes. I can attest to hauling several hundred pounds in one easily, with uphills being slow and downhills pushing the limits of my bicycle's braking system to the limits.

Recently Duncan Cycles has been documenting his construction of a TIG-welded steel-tube version of the same design.

If you have the know-how and the equipment, welded or brazed designs are going to have significantly higher strength for the same or lower weight as a bolt-together design.

I also helped with this monstrosity of a trailer built around a shopping cart specifically to win the Idiotarod. I wouldn't recommend it unless you absolutely need to incorporate a shopping cart into your design.