It's well known, and almost always accounted for, that your fortress will have less soldiers than whatever rabble of goblins is invading you. Most players counter this with exceptional training, steel gear, traps, and better players may even create choke points and divvy up the enemy into groups which their soldiers can take on without fear of dying from exhaustion.
But these great soldiers are still just run-of-the-mill dwarves. Sure, some players may go for more stress-resistant individuals and others will give them a half decade of training before they even get sent to battle wildlife, but it eventually comes down to sustainability. When everything goes to the crapper, can you rely on these basic troops to get you out of it? When everybody's depressed, how do you know that they won't be? What happens when one gets stuck in battle past your bridge that was supposed to split them up, or when you have to act quickly and fight in a bad spot or risk noncombatant deaths? The point is, even the most well trained soldiers are still dwarves behind their armor.
So I've decided to hypothesize the best soldier, and also give an accounting of a test run I did a while back. First, the basic details of our epic fighter need to be laid out. Most importantly, they should have no physical needs. Goblins don't need to eat or drink, and are immortal, but they do have an issue in that they still need to sleep, like everybody else. The obvious solution is a vampire, but what race, then? Elves and goblins have no particular combat advantage and their normal advantage (immortality) is already solved by vampirism. Dwarves... well, we all know that dwarf vampires still need booze to be effective, which leaves us with humans. Humans are a great choice for a warrior race because of their above average size, which helps in so many minor ways. So, we want a human vampire for our supersoldier.
Problem: vampires are prone to stress. Since they don't eat, sleep, or drink, they don't receive happy thoughts or fulfill needs from doing any of those things. There's a solution, though. They need a spouse. They must be married early in their lifetimes and have lots of children. Having children will create powerful happy thoughts that have a high chance of causing personality change for the better, and, supposing both of the parents are of good genes, those children might be able to go on to be supersoldiers themselves, supposing a spouse can be found. The husband/wife team should also be training during pregnancies: vampirism buffs physical stats based off the stats of the individual, so a stronger human will make for a stronger vampire, or so I guess. When the couple nears the end of their natural lifespan, they should be turned into vampires, and, if they aren't already, isolated from the common rabble of your fort for obvious reasons.
For their duties, they should have their own individual barracks and a small bedroom or tavern where the two may socialize with each other. Temples for them are optional, and not particularly necessary. Although religiousness seems to depend on world, fort births tend to not be very religious, and will thus only have one or two gods being casually worshiped, thus making the impact on their mood and focus minimal. Since a fort birthed couple is the easiest way to get two young humans of the same age that are married to each other, your supersoldiers likely won't have any strong religious affiliations. Once you have a pair of stress-immune vampire humans, you're pretty much set. Give them a month or so off every year to socialize and fulfill needs, but otherwise train them constantly.
My testing has shown a lesser form of this to be quite effective. In my test fort, I took a random buff human, turned them into a vampire (no spouse or children for stress purposes), gave them a sparring partner, executed the rest of the fort, trained them for twenty years, and then let the chosen one (armed in exclusively masterwork candy with a steel shield and candy sword) out to beat the tar out of a goblin invasion about 120 strong. The battle took place on the surface, an entirely open arena(the map had no tress or hills). My soldier took out about 80 before going down for a surprising reason: rage. Rage stops dodging, and dodging was the primary reason he wasn't being attacked 120 times for every time he attacked once. He still put up a good fight even when being attacked by the 60-odd goblins remaining at once, eventually getting taken out to a lucky (or perhaps inevitable) whip to the brain.
This seems to stress the importance of emotional training when designing a supersoldier. While the soldier had no real stress issues during his training (he quickly jumped to ecstatic from the sheer quantity of skill gain thoughts), he did bounce back and forth between being distracted from unmet needs and merely unfocused from them. In addition, anger propensity was basically the sole reason he died: he was not particularly prone to rage (having been only slightly above average, not even enough to lead to a noting of such in his profile), but the fact that he did eventually rage means that a soldier must have some trait dictating his/her calmness. Having supersoldiers exist in pairs is also likely a good idea, both due to sparring reasons and to account for unpredictability in combat. If one of the two somehow enrages, the other may still at least continue to draw attention away from them so that they can survive for the full time and continue fighting.
This is obviously a more long term thing, but when done correctly it should allow for two soldiers to be the only soldiers you'd ever need. If need-be, they should be able to fight indefinitely against basically any foe that is actually beatable in hand-to-hand combat. Large, stereotypical armies are still probably the best option for engaging the HFS hand-to-hand since fire and webs can lead to a lot of unstoppable deaths, but the vampire human duo is probably the best for every other situation.
If you still wish to rely off conventional forces in tandem with your supersoldiers, the breeding program and rejects will likely supply sufficient forces to create a medium sized elite force of humans. You could also just vampirify humans whenever you get a petitioner, and assemble an army in that way, as even with rage a large enough force (I'm thinking a full squad) should be nigh unbeatable in the way a normal well-trained army is. Still, compressing your army into a tiny amount of units is good for FPS, and also makes for more impressive battles when two soldiers hold off an army of thousands.