What vehicle are you towing with?
My Tacoma has about a 6500 pound towing capacity. I am comfortable towing my 2100 pound trailer but, power loss on hills is a bit. My Cruiser has a higher rating but doesn't do as well on hills and I'm foot to floor more then the Tacoma. The difference is, the Cruiser is significantly heavier with larger tires plus the extra weight from the mods. These play a huge part and diminish towing capacity and generating driveline heat.
The heavier the trailer the higher the tongue weight. This starts to push down the back which effects handling. To combat this, you would add in airbags. By the book, a 4k trailer will have 400-600 pounds of tongue weight. The farther the hitch from the axle, the more leverage against the springs. When looking at towing capacity, you also need to look at max tongue weight.
Another thing to look at, does your vehicle have a trans cooler? Toyota puts large secondary coolers on their transmissions where most manufactures only have one in the radiator. With a low towing rating, there's a good chance you need to add one in. I would also add in a trans temp gauge. Your trans temp must be kept below 250 degrees and is happiest running around 160-180. 300 degree trans temp is death. My 04 Wrangler would run 240 degrees pulling hills with no mods. It took 3 coolers to bring it down to 200 degrees after i moded it. It would run about 220 pulling my 700 pound trailer. The higher the heat, the more you need to change the fluid.
Are your tires bigger then stock? If so, did you regear the vehicle? This effects torque and load on the drive train. This doesn't effect how much tongue weight but directly effects how much you can pull as well as driveline heat.
When you choose how big of a trailer, take a real good look at what your towing with. Just because it can doesn't mean its a good idea to push the capacity. A new Acura AWD has a towing capacity of up to 5K but there's no chance I'm towing with a car. Also, not all transmissions are created equal. Some manufactures have weak transmissions. Towing burns them out sooner then normal.
There's the basic's. I'm sure I've left something out. Not trying to scare you or discourage you. When towing you need to jump in with as much knowledge as you can.
Also understand, when I tow, I like a huge buffer on the weight. I like to be able to keep my cruising speed on highway and hills without having to keep my foot mashed on the pedal. I'm also a bit OCD about Transmission cooling.