I disagree with not bringing at least one rope, and one bucket. Those let you get a well going quick, in case you run into a booze issue. The reasons are A) rope requires a few steps to produce which uses several materials. and B) Buckets will take wood, which might be more useful doing other things, like beds.
Wells are evil and useless. The only thing more evil and useless, is running into booze issues. If you don't make the booze supply the #1 priority in your fortress then you must be some kind of elf or a sober beardless dwarf stricken with melancholy (because even elves make booze). The reason why wells are evil and useless, is only one dwarf can draw water from a well at once, and if the water is more than 1z below the well, it takes quite a while - quite a bit longer than it takes for a dwarf to go down and up the stairs (since dwarves travel faster than water falls due to gravity it should be no surprise they also effortlessly out-run buckets being lowered on a rope). If the water is at the well level though (i.e. built directly on top of the water), what usually happens, is that one dwarf uses the well, and the other dwarves who want to use the well, just take water from "around" the well, (i.e. they're actually taking water directly from the water tile because the well is in use, and they don't bother waiting for the well to be free). And the thing is, that while a dwarf is *drinking*, he hogs the well for as long as he is drinking - which is quite a while, about 30 seconds. So the drinking time is in addition to the bucket lowering and raising time, for all that time, other dwarves can't use the well, and will either go thirsty or will just take water directly from the tile and will get the unhappy thought about the lack of a well.
Now yes it is true that a dwarf in a sober elf fortress gets an unhappy thought about the lack of a well, but
this is only when they drink water from the well, and as I already said above, most the dwarves wont use the well if there is a lack of booze because drinking water from a well takes so long so all the other dwarves just stick their head down the well and lap it up and get the unhappy thought about the lack of a well anyway. And here's the point, for anything *other* than drinking water, that is, taking water to fill a pond zone, or for a hospital patient, dwarves *do not* get an unhappy thought about the lack of a well, they are perfectly happy to just scoop up a bucket of water from an open tile. But if you have a well, they use it, and it takes them longer to draw a bucket of water from the well, than to just scoop it up. Scooping water is instantaneous and infinite dwarves can do it at once. And to add insult to injury, wells don't have any water purification effect at all, at best, they might
trick dwarves into taking water they would usually regard as unusable, but otherwise the bucket of water produced is just as stagnant, salty or muddy as the source tile. And that's why wells are evil and useless and Armok-damned.
Basically in practise you'll be happier if you just make an open water tile and bung a grate over it and define it as a water source zone. Nothing can fall in, nothing can crawl up out of it, dwarves can get buckets of water instantly and infinite dwarves can use/drink from it at once, and it's all faster than using a well.