We always used the same motor oil that we planned on using during regular service. I think there are break-in oils made, John Deere used to sell one, and you might be able to find something at an automotive parts store. I think it is more important to work the engine during the initial break-in. I'd stick to light loads the first few hours of operation, then put it to work if you can, avoiding really heavy loads during the first 20-30 hours. If you don't have anything to work it with, take it down the road and run it some at full throttle. I'd also change the oil after the first 20-30 hours of use.

I think 80-140 will be fine for the transmission. I use 80-90, but the 80-140 will probably make for a quieter transmission. It is going to get really thick in the cold weather, the biggest thing this will cause is the transmission will use more power in the winter until the oil warms up some.