What self propeled sprayer should I get a 4940 or one of the first R series.

If priced close to the same, R series all the way. Quieter cab, better ride, better roading visibility, boom visibility about the same. Load command or whatever they call the pad by the fill port on the side is nice, but the ones without it are pretty simple to figure out with the diagrams on the side of the sprayer. Biggest downside to the R series is the hinge pins on the boom at the first fold and the breakaway fold. Keep an eye on them or some have suggested to have a machine shop make you some brass bushings instead of the felt like ones that JD provides. If they wobble out too much, you either have to live with it or find someone to rebore them and then put in an oversized brass bushing. Boom paint on the earlier ones sucks. The square tubing looks nice but seems to have a lot more pockets for product to catch and sit vs the rounder booms on the 4920-40. DEF usage isn't bad on our 2016 4045. We use 25-35gal a year over 25-30K or so acres, lots of roading.