We bought several attachments for the skid steer, such as a toothed bucket, a set of pallet forks, and a backhoe attachment. The backhoe attachment didn't look very heavy duty, but we figured it would help out on some of the trenches. Much to my surprise, the backhoe turned out to be a lifesaver. It wasn't the easiest thing to use in tight spaces since it doesn't pivot like more expensive ones do ... we had to drive and pivot the entire tractor as we dug the dirt and dumped it to the side. It has proven itself to be indestructible (so far), however, and we lifted out some huge rocks and busted up others with it. It digs a pretty ragged trench because of all the rocks we have, but in decent soil it worked very cleanly.
One of the side effects of the skid steer action is that I would mess up the layout lines on the ground as I dug backwards. I solved that problem by placing some stakes well out in front of me that were aligned with the layout lines. I simply sighted along them as I moved backward.