I use the grapple and don't even have a bale spear.  I almost always take two bales at a time too, so a spear would never work.

I am considering getting a spear for the skid steer, since it would be easier then trying to grab a big bale with the bucket and grapple.  I think if I do get a spear for the skid steer, I am still going to use the grapple fork since it would make it easier to hang on to the bale, and the grapple fork is double quick tach, so it can be switched easily.

Another thing is the name.  "Here", we usually refer to a grapple as a "grab" fork.    Must be the German in us.  Ya think?