I Just got done running a skid steer for the first time, it was a wheeled unit running an augur (fencing project). Awesome tool! But, nothing beats being up higher in the cab of a tractor, especially when you have to do a lot of running around! Tracked stuff really wears me out (I've put a few hours on some excavators) and I'm relieved to get back on my tractor(s): maintenance on tracked vehicles is significantly higher than for wheeled ones.
One always has to keep in mind the comparative costs between the two types of machines, not to mention costs for attachments. Stuff breaks, yup, breaks on any equipment. One only hopes that with the more expensive equipment that one gets more work out of stuff before it does break.
Bucket size is one thing, ballast is another. If your rears are loaded AND you have a decent counterweight on the 3pt (I've got a 1,200 lb box blade) you can readily max the loader without the sensation of the rears lifting. I haven't stalled my loader out yet, but I figure I've been VERY close, perhaps hitting nearly 2,500 lbs (lift capacity on the NX5510 is 2,700 lbs). I've always been of the mind that you have the tool that does 80% of what you need; the other 20% you rent (I will rent a 19k excavator from time to time- I could never justify having one of these, though it's an amazing machine, full time).
My
B7800, which is a small frame tractor with a big heart, has done stuff that probably very few people have done with a machine of its size. Lots of times it's a matter of taking a little more time and or approaching something from a different angle (I'm stubborn as heck, so almost no matter what I attempt to do I end up doing). Of course, you have to have a reasonable idea on the limits of your machine to start with.