I went to my local Ace Hardware to get chain and hooks because I wasn't sure what I was doing. Based upon their advice, for each chain I bought two different types of hooks.
The hardware is shown nicely at this web site:
Chain Hardware Wire Rope & Hardware Distributors Elite Sales
As mentioned above, I put a "screw pin anchor shackle" on my draw bar - it makes a nice connection point for pulling. I don't have hooks on my FEL, but hooking a wide-opening chain hook onto the lip of my FEL seems to do OK for my needs. The first time you lift with the FEL and find your underweighted rear rear rend come up (pivoting on the front axle) you'll be kind of surprised. THAT is why you want to have adequate rear weight, AND do all lifting slowly, so you don't get into trouble. Also, make sure you don't try to do running jerks with the chain - or else you're likely to damage something.
I put a "clevis slip hook" on one end of the chain. This hook has a larger opening that will hook around the clevis pin, the lip of my FEL, and other objects.
On the other end of the chain I put a "clevis grab hook". This hook has a smaller slot-shaped that is designed to slip securely over a link of the chain - creating a chain loop. Its important that the grab hook size is matched to the size of the chain, so you get a nice connection. I've found it works well to have two shorter chains (so I can hook both chains on an odd-shaped object - such as a rear blade and lift it with a FEL), and a single longer chain (for pulling SMALL stumps and such ... larger stumps need to be dug out first ... at least for me).
Having a different type of hook on each end gives nice flexibility.