Why 3 wheels? Well, 3 wheels are far more steady than 4. Going over a threshold for a door, with a 4 wheel dolly, one wheel is always off the ground, making the whole thing unstable. With 3 wheels, every wheel will always be on the ground (think back to geometry, 3 points define a plane).
Step 1: Get Your Wood Started
I just used 4" pine. Cut them on your miter saw at 60°, 14" long. You will need just 4 for each dolly.
Step 2: Dado the End of Each Piece
To make it all fit together nice and compact, I prefer to cut dadoes out and fit the pieces together.
You will need two different patterns. 2 of the 4 pieces you will dado on the same side. On the third, the dadoes go on the opposite sides (top and bottom). This way they all fit together like a 3D puzzle.
The 4th needs no dado at all.
Step 3: Cut the Dadoes
Setup your table saw with your dado blade. If you don't have one, you can use the regular blade, it will just take a lot more passes.
Set the fence 3.5" inches from the far edge of your blade.
Set your Miter gauge at 30°. Set your blade height to exactly half the thickness of your boards (~3/8"). Start low, and cut 2 dadoes and then test the thickness. you can always cut more until you get it right, but if you cut too much, you may have to start over.
Step 4: Assemble the Pieces
Now you should be able to assemble the 3 pieces with dadoes you just created. Just stack them on each other until you get a nice flat triangle! I like to use a little wood glue, and some short brad nails (the nails hold it until the glue dries!)
Step 5: Drill Holes for Wheels
In my case, the casters I used had a center threaded rod that went through the base. So, drill a hole in all 3 corners.
Step 6: Mark Holes for the Nuts of the Casters
The thread from the casters will stick through the top of the boards, you will want to cover these with another piece of pine (that 4th piece, plus a small corner piece). You will need to drill out a hole in these boards to go over the nut.
Align the lose board under the base, and use your pencil to mark a center hole.
Step 7: Drill Holes for the Caster Nuts
Now, go to the drill press, use a forstner bit and drill out a hollow for the nut. you can go partway through if you want, for a cleaner look.
Step 8: Assemble the Casters
Now insert the casters through the hole, add a washer, a lock washer and a nuts and tighten. Tighten it good, because you won't be able to easily access the nut later.
Step 9: Cover the Nuts With the Loose Boards
Now, take the boards you created before with the hole, and put them over the nuts. One large one goes over 2 nuts, and the small one over the 3rd. I'd just nail these and not glue them in case you later need to get to the nut.
Step 10: Give It a Try
Now your dollys are ready for a test run. You'll see the sit very flat on any surface, roll easily, and are extremely stable, even with large bulky items on them!