Last winter was my first with my JD3320 with R4's, a FEL, and a rear blade. I'd purchased chains but never put them on as the tractor did just fine without them - in 4WD.
My advice might be to try it without chains, and then get the chains if you need them. I bought mine online and they came pretty fast.
BTW, I would recommend a rear blade in addition to the FEL. It really speeds up the process when the snow isn't very deep (I'm pulling snow forward, rather than backing into it).
Also, that really shocks me that ag tires don't do better in snow. I would have them them to be great for snow. Maybe only great for real packable snow.