First thing is to check if your proposed method of transporting the machine is legal. It has to be legal otherwise you are giving your insurance company an out.
A general rule of thumb is that the tow vehicle has to be as heavy as the load it is pulling.
A 3.5t ex plus suitable trailer would be heavier than a F250?
My advice is to buy an ex and trailer that can be pulled with the F250 and once you got the business up and running with steady work, then you could upgrade to a bigger ex and truck to load it onto. Most operators around here use a tip truck and drive the ex into the bin. Some just use a tray truck with build on ramps because they have a lot of attachments, such as 4 or 5 buckets, hammer and auger. However if you just have the standard 3 buckets a tip truck is the go. I have seen a few operators with a boogie drive tipper pulling a plant trailer.
I am not a great fan of trailers as such because a ex on the back of a truck is more maneuverable but it all depends on your individual circumstances, if you are doing a lot of inner city work I would recommend a trailer less set up but if you are more in the burps and rural areas a trailer would be OK.
My set up is a Izuzu dual cab ute with a tray out the back and a luggage/tool rack on the roof. My .5t Kobelco and motorized wheelbarrow fit on the tray nice and I put in a set of helper springs to enable the ute to carry the load better. On the rack I carry my ramps, tray sides, pine handle machines, a couple of jerry's and other bits and pieces including a lockable toolbox for things like angle grinders and drills. This leaves the cabin uncluttered, so I can store all the fn paperwork there. And yes I will post pictures once I have it completley complete, still got a couple of things to finish off.