jorgen, you don't say where you are - which might tempt someone who is near you to tell you what they have been paying for hay.
BH loves making hay almost more than anything else in the world. Preferably small square (ok, rectangular) bales. He swears by New Holland balers. We have two, the backup baler had to be used last year; like lachlanmarcus we had bought it (in our case without seeing it run but knowing the place it came from could believe them it had run ok the previous summer) then stored it unused for 2 years. It worked straight away and baled for two days almost non-stop, never failed, no loose bales, every bale identical size and shape to the others.