I wanted a small skid-steer to go where the bigger machines wouldn't fit or couldn't turn, so I got a Bobcat 543. It's ok for what I use it for, but it's really too small for most jobs. If it's going to be your only machine, you should consider something bigger. If I try to lift something heavy, it stands on its nose, and there's no place to mount a counterweight. It doesn't have the power or weight to force the bucket into hard ground or a stone pile. I find I use the tractor loader about 80% of the time. Where it won't fit, I use the Bobcat, and for heavy lifting I have a Cat 955 tracked loader.
The manoeverability and forward visibility are great. I have an inverted log splitter, and I'd never be able to position it with a tractor. It's also useful to be close to the bucket and be able to tell exactly where the edge is. I also have a front mounted hitch, and it's great for parking trailers or machinery.
A couple of comments on skid-steers in general: The lack of rear visibility is a real problem. There's no place to mount a rearview mirror, and having to have a spotter for close quarters work makes it a lot less handy for the kind of work it was designed for.
Being able to get on and off with the bucket raised is something you take for granted with a tractor, but it just doesn't work with a skid-steer, unless you have a walk-behind or that one-armed JCB. And you can't stand beside it to operate the loader either. I find I often have to get off the tractor to put a chain on something I want to lift, or pick up a log with the forks and cut it while it's clear of the ground, or shovel material out of the waist-high bucket because even the skid-steer won't quite get to the spot where it has to be dumped.
