Well, I'll be honest when I was shopping I didn't look at all the brands, didnt' have time. I needed one like yesterday, The JD shop is about 5 miles from home and I pass it every day, but on the cover of the brochure
http://www.deere.com/en_US/cfd/construction/deere_const/media/pdf/ctl/DKACTL.pdf
they have the CT332 carrying 2 ecology blocks they weigh about 4K lbs each. that was enough for me to believe that they can lift and haul a lot. And when I was buying it I wanted to load trucks... . I test drove around the lot a tire machine and track, dirt, gravel and asphault. the bounce or lack there of was the deal setter, I didn't want to spend the extra $$ but it was well worth it.
I talked to the dealer a lot and I felt comfortable with him, a few things I have learned sense owning it, Not all tracked machines are easy to adjust the track tension. Deer and I think Tacahuchi use a grease gun, about 10 min max, some of the other setups, Cat and ASV take about an 1 hr each side. other maintance items look to be simple and easy, so nothing wrong and I didnt' have time to look at other dealer + they had what I needed in stock ready to go. so as emerald say BAM deal was set.
if your looking to load bails of hay, and your on asphalt or concrete all day long you might not want the tracked machine, a fork lift might be better, tracks are spend... . but if your on lose dirt or in a field not an issue. I haven't personally picked up any bails of hay, but I wouldn't hesitate to pick up a large round bail. remember that steel track to put over tires are expensive to buy, about 3-4K for a good set, and with a tire machine in soft areas, full hight lift with a bail might be a little tipsy in soft ground, I know the track machine wouldn't be an issue, also if we compare the biggest tire machine built by Deer the tipping lbs is 6350 lbs, the track is 9200 lbs a difference of 2850 in favor of the tracked machine,

I'm sure this is the case for all brands, bobcat, case, Tackahuchi, ETC As summit stated it a mini dozer... . in fact the smallest dozer, deer sells has a smaller motor...
Check out
http://www.skidsteer.com/ if you haven't already, I know it's deer based and I talk a lot about them, mainly because I own one and love my machine. Kind of like my CTD

Im sure any brand will work, and work good for you, I know there are some small difference in all the brands, but if your on a farm, diging ponds or dugouts and don't want a Excavator, a rubber tracked machine is going to make you happier then tires with tracks, if your just going to install tracks on a tire machine and leave them on all year, buy a track machine.
Go test drive one, there night and day difference if your interested in Used I might part with mine.
No extreme mud photos but the one Iamb digging out a foundation, a tire machine would have been stuck, thats standing water in the photo...