There are two ongoing threads in the JD forums on ballast. Opinions vary, of course. If you want to use FEL without anything on the 3ph, loading the tires is probably the best and possibly only way to go. However, if you're ok with keeping something on the 3ph when doing loader work, I would suggest a large ballast box or a super heavy duty box blade (1000lbs+) as ballast.
I have filled tires on my 5105. I have enough ballast for my FEL capacity, no problem (note that I have 16.9x28 R1 rears, so filling with rimguard adds a whopping 1500lbs). But if I were going to do it again, I would probably get two wheel weights per side, a ballast box or heavy box blade, and leave just air in the tires. If you do get filled, I would recommend rimguard over calcium chloride or windshield washer fluid. Totally nontoxic and noncorrosive, and nearly as heavy as chloride.