PaleFX,
Yours is a decision I recently had to make. I ended up with the 7040 cab HSDC.
Good things for me about the NH 4030 were the extra ranges and lower overall height. I didn't like the little hump on the NH - the Kubota was a flat deck.
Extra ranges would be nice on the Kubota but for what I am doing - which sounds very much like what you are doing - I'm doing fine. If you are seriously thinking about haying though, consider moving up to the M8540.
Big thing Kubota had going for me was comfort with the brand, quality and dealers in the area. I'll bet you are not too far from me! I dealt with Larry Doble - the owner of Ross Doble. Sounds like the NH dealer you are dealing with is Bob Marks. I found Larry to be a very straight up honest guy. He gave me a great deal on everything including my trades. I traded in everything - tractor, blower, bush hog, forks, hay spear for bigger size implements and in the case of the forks and spear to switch them to Euro style ones.
I don't mind the Euro style at all. I find it takes more practice to get it on right but I LOVE the fact that it automatically locks the attachment once you lift it up and curl it. For SSQA you have to get off the tractor and lock the pins down.
In this size tractor, as you might be aware, around here in Ontario - pretty much all the farmers have the ALO/Euro Style.
My loader is the Kubota M25 which is made by ALO. You might want to check to see if there is a difference between the M20 and M25 - get the biggest one you can!
If it is not too far from you, I would strongly recommend getting a quote from Larry at Ross Doble as well.
They guy that supplies me hay has larger NH tractors and a Kubota 7040. In his opinion the NH were good tractors but did not hold up in resale value like the Kubotas in our area.
Regardless of which way you go - NH or Kubota - I doubt you will be sorry. Both seem like mighty fine tractors.
BTW - definitely load those rear tires in addition to the cast iron rims.
All the best and let us know how it goes!