DELIVERY! That is my biggest complaint. I can find good hay all over our state, but hardly anyone delivers! It's like pulling teeth... Painful and expensive, lol.
I like to use rounds and it can be hard to find barn-stored rounds. I won't feed pasture stored rounds to my horses. There is just too much waste with moldy outsides and bottoms of the bales. I don't have a tractor to unload the bales or move them, so rounds are my best option for the big bales. I have no clue how I would deal with big squares, lol.
I like small squares, but I don't like the cost or having to throw hay 2-3 times a day. I'd rather just roll a round bale out and let the horses have at it