I'd love a 40lb bale!
We currently have a barn full of about 100lb bales because it was the only *good* all grass hay at a reasonable price that we could find. Once the bales are in the barn it's not too much of an issue, I can break them apart in there or finagle one into a wheelbarrow.
Getting the hay into the barn is the difficulty, since we do not have a way to haul it ourselves, we get a truckload at a time delivered to save on delivery costs. Since I am slightly over 100lbs myself, there is no way I could move and stack a truckload of 100lb bales. So my non horse-loving husband and his brother end up having to do it. I'd greatly prefer doing it myself (the whining gets old) with lighter bales.