Friend has a Bale Baron set to pick up off the ground.  We baled some hay for him a couple of years ago.  It kept OK from what the buyer (feed store) said. 

Problems are the bales CANNOT be over 36" over all length, which means about 32" end of string to end of string, your average will be shorter of course.  If longer than 36", the machine will shear the tip of the bale off and you wind up with a busted bale in your stack.  The broke bale won't completely fall apart but if you're not selling the hay in 21 bale bundles you have to contend with  the broke bale.  Also, in our dry bermuda grass hay its awful hard to get the bales that short to average 50#, the 'standard' around here.  The manager of the feed store said he had some complaints about light bales, normally the girls with the horses won't complain if they are a little light, so these must have been real bad.  We were baling them as tight as we could hold the strings, going as slow as possible to keep the length consistent but still couldn't keep the weight up.

On the plus side, they were stacking the bundles on flatbeds and goosenecks trailers with ease.  Didn't even bother to tie down unless they had to get on highway, they held real well.  And best of all, you could put 420 on a gooseneck that normally only hauled 300.  Partly because you could go higher because of the stability and partly because the Baron stuffs 21 bales into a size that will only in theory hold 18 bales.