For my suggestion, go with the used NH balewagons.  I've now got 2 (just traded some heavy welding repairs for the second one) and have only had very minor repairs on the oldest one after probably around 75K bales on it (2-4000 bales/year for 30+years and I've had it for 18 of those years).  New tires and one #40 chain.  Granted it's been backed into a few poles and what have you, but it's a very reliable machine that I couldn't do without.  This second one that I just acquired appears as if it hasn't seen much use, has sat outside for at least 5 years, still has pretty good paint, and everything works. 

An amazingly simple design that works well. 

The only problem, as you already have figured out, is it's not good hauling long distances with a pull type -- too much road time.  One to two miles from the hayfield is tops for hauling with a pull type for any productivity in my opinion.  But smaller sheds in each field might be safer anyway from the standpoint of fire. 

If you were to put the storage shed in the hayfield you would definately need a baler with decent capacity, since even the smallest NH balewagon will pickup and stack 200+ per hour if not travelling any distance to the stack.