Matoro's advice is good.
What I usually do is build up my military in stages. At first I just pick some dwarves and put them in squads, with no uniform. They'll run around in their civilian clothes, which is OK because I don't have any armor or weapons yet.
I disable carrying food, but permit carrying drinks.
After I've procured some weapons and a few pieces of armor, I define uniforms. I don't go for the mad layering that some people prefer -- that weighs them down too much, because they have no armor user skill yet. My uniforms are all weapon-specific. For axedwarves I make a uniform with mail shirt, cloak, helm, hood, gauntlets, mittens, leggings, high boots, shield/buckler, and battle axe. For speardwarves, I make another uniform with the same armor pieces, but with a spear instead of a battle axe, and so on.
At this stage I assign the uniforms to the appropriate squads (each squad is also weapon-specific), but I don't choose "replace clothing" yet. I let them wear their civilian attire for now, because I don't have enough armor to cover everyone. This gives spotty piecemeal coverage, but that's better than nothing.
Later, when I have enough armor for a whole squad, I will set all the members of that squad to "replace clothing". When you do that, they drop everything they are wearing, and gear up from scratch, one piece at a time. So, don't do this in the middle of a siege, or when you don't have enough leggings for everyone (bare asses are unhappy asses).