Here (Manitoba) people make the 50-60 lb square bales with 2 strings, for whatever reason no one makes the 100 lb 3 string bales in this area and really never did. Our rounds are mostly 5x5 or 5x6, and the 'medium squares' are becoming more & more popular. The medium squares are 3'x3'x8'. I have in the past gotten big square straw bales and those are 3'x5'x8' or something like that--haven't had those in a long time. I don't personally like the medium squares--unlike rounds, which shed rain very nicely--the squares soak up rain like a sponge so absolutely have to be tarped. I don't have a tractor so when I get some delivered I just push/pull them off the trailer and then they are all over the place--very difficult to tarp them individually, and I can't leave them sit out uncovered. There are plastic covers available for them now, but they are (so I'm told) about $60 each. I cannot afford 30-50 of those! With the rounds, they can sit out in the open without spoiling as long as they are not touching anything on the sides. I can set out a month's worth of hay for the horses and not worry about it spoiling before they eat it.
anyway--as to what we do with larger numbers of horses....our minis are all pets, some are trained for driving, some are retired broodmares, some are just pets. We no longer show Minis. I have 15 Shetlands, they are show ponies, pets and most will be trained for driving.