I have a Kioti CK30 and I have been fairley happy with it. My brother and sister in law are really happy with it since they are borrowing right now. I don't have to pick up round bales but the Kiotis are pretty heavy for their size class so that should help to stabilize them. A DK40SE should be all you need. If you have a lot of mud and you need a lighter tractor a Kubota is an excellent tractor followed by John Deere and New Holland. You might think that the green and blue ones are made in the US because they have been around here so long but in this class size of tractor they are all made off shore. Hold onto your wallet because there aint going to be much left in it. What is more important than the brand of tractor is the quality of the dealer you buy it from. Before you plunk down all that money check around and see how the dealer treats the customers when it comes to warranty and non-warranty service. You may decide to go with a higher price if you are more comfortable with the dealer. You should probably get a quick attach front end so you can change out a bale spear and a bucket easily. There is a tractor forum somewhere on this site but they mostly talk about lawn and garden tractors. If you want to go to a site with more information about tractors than you'll ever have time to digest I suggest tractorbynet.com but be prepaired to spend a lot of time there because there are a lot of people out there asking the same question as you did and I am amazed at all of the good information that people respond with. If you are into tractors in could be addicting.

john deere catgory II hitch. 5203 same tractor with turbo charger 4 wheel drive come in very handy if moving dirt.

Here is a link that might be useful: 5103