I buy hay from whomever has the quality I want at the best price. I currently have Timothy (thicker stem, more of a filler hay) from one guy, straight alfalfa from another and straight grass from a 3rd.
I keep my hay at my place and my horse is boarded elsewhere and since some of it is in 4x4x8 bales, what I did was buy a dozen muck tubs in hot pink. I pre-portion out his hay in the tubs, so all you have to do is take a couple tubs and then clip them to a fence panel with giant caribeaners and twine loops (so if for some reason there was a problem, the twine would break).
I bought them in hot pink so they don't get mixed up with the ones that are used as muck buckets.