Since our pastures were established I have tried various methods of baling hay. The first that I tried being hand baling with a simple wooden baling box. Read about it here : Hay Making By Hand
Later I built a more sophisticated steel baling box, with a lever to compress the bales, and still later I bought a baling machine and managed to fill up our shed with hay.
I also investigated building loose hay stacks, but never actually tried it, I would be interested to hear if anyone does this.
My baling machine and full shed of hay.