It is fine to use off-road in your tractor. It may differ from region to region, but up here all diesel is low sulpher. Most tractors can use high sulfer OK, but check your manual. Mine says not to use CF-4 or CG-4 lubricating oil if I am using high-sulpher diesel, and to use CF with a TBN (total base number) higher than 10 instead or, if using CF-4 or CG-4, to change oil more frequently.
The taxes amount to a bit more in Massachusetts. I found off-road diesel at a couple of heating oil retailers. You lost the price differential in a delivery charge if you wanted small quantities (less than 75 gal) delivered.
Initially (until I got lazy!) I kept it in a 30gal poly drum that I had palletized so that I could put it in the back of my truck and take it to an oil co to fill. Dispensed from a hand pump.
This fall, I decided to store in larger quantities and get it delivered. I took a tip from Pineridge and others and bought an old 275 gal home heating oil tank,cleaned it out, mounted a sump drain on the bottom and equipped it with guage, vent and electric pump. Oil co will drop what I think I want for the winter (I took about 120gal) of winter diesel and then, come spring, I'll fill estimated use quantity to last until late fall.
I figure my investment in the fueling setup will pay for itself in 3-4 years, not to mention the speed and convenience of refueling.
Hope this helps