I think a lot of you guys are making this more difficult than it needs to be. Just use your head. If you need to get your tractor to downtown Manhattan, trailer it. If you just need to get around in some non-congested areas, drive it. Make sure to use whatever lighting and flashers you have. I keep my tractor at my shop all summer, and in the winter it comes home which is about 1.5 miles away...but part of it is down a state road (granted 30mph limit in this area). I simply put on my four ways, turned on my headlights, and drove as fast as I could, on the side of the road, to my road. It was at night - and a NH State Trooper went past me going the other way. He didn't even give me a second glance. You can put a license plate on a tractor in NH, but I don't have one.
A couple of other things to note - if you have to make turns from one road to another, like I did (4 turns for me), most modern tractors have turn signals. Pull as close to the center line as you can and use your signal. Finally, with lighting, be careful. My Grand L cab tractor has work lights front and rear. The rear lights are stock and not very bright, and aimed downward, so I used them. This won't disturb a driver behind me. However, the front work lights I converted over to HID bulbs with ballasts, and they are tremendously bright. Excellent for working in a field at night, but terribly blinding to look at. I kept these shut off for the safety of other drivers, and just ran standard headlights.
As far as auxiliary lighting mounted on the ROPs, just keep in mind at night it could be blinding to other drivers and cause an accident On the other hand, some Kubotas have terrible headlights (BX and standard B series) which are about as bright as a Craftsman riding lawn mower...a little extra lighting, aimed down, would be beneficial.
One last important safety note: wear your seat belt on the road. If you were to be hit, you'd like fly off the tractor and could be run over by another car or your own tractor, let alone suffer injuries from impact.