We band them young with the exception of the odd calf that's got one of those tight scrotums that are hard to get the nuts down into. We just write him down in the book and cut him when we brand in June.
The only problem we've ever had was with one of those tight scrotum calves that Honey finally managed to get the band on after several attempts. Taught us that if you can't get both nuts first try, then apply a new band to the applicator, as this particular calf shed his scrotum but not his testes and got a mild infection. Flipped him over, cut the cord, gave him some antibiotics and he was good as new within a day.
That's the only one out of hundreds that we've ever had that happen to, and have never had a problem with tetanus. That being said, we do calve when it's cold out so it may be that there's more problems with tetanus when you calve on the grass in warmer temperatures.
Take care.
ps. Been there with you on the burning chest thing, Alan. Hauled a 130lb calf up to the house to warm up the other day...what a work out just getting him into the calfsled, not to mention the long haul to and fro. ;-)