i recently added a loader to my 2005 2910, and had much the same shopping frustration. i got quotes on woods, bush hog and branson loaders from various local people. all ranged from $4-5.5K, and installation was 300-500 more depending on who I was talking to.
After a lot of internet shopping, I ended up buying a BL25S from on of the site sponsors in CA. He got me a VERY good deal, that was substantially below anything I was quoted locally. All correspondence was over the phone or through email, and it could not have gone smoother. I live about 2 hours from Rome, GA where Branson is HQ'ed, and drove up there to get it.
I put it on myself in about 10-12 hours from start to finish with nothing more than hand tools and grunt work, and I am a rank novice wrench turner compared to some guys on the board. I recently added some pallet forks, and for the life of me, I don't understand how I had the tractor for 3 years without the loader. It has added a whole new level of functionality, and has made lots of jobs lots easier.
You can search my posts for details on the installation.
-matt