Doesn't have anything to do with digging, but if you buy a tractor with a loader, get a couple of chain hooks and have them welded on each side of the top of the bucket. They're really useful, gives an easy way to pick up all sorts of bigger things with the bucket: big dead trees, corrugated pipe, etc...
If you're buying it new, most dealers have a shop where they do "make ready" of the tractors. Just tell your salesman what you want to do. Buy the hooks and take them in, it'll just be part of the make ready.