This post will correct some (no doubt unintentional) errors that have been posted here. Sorry if I get something wrong.
The most important thing which hasn't been mentioned yet is to install DFHack to get the military training fixes. This increases sparring rate and removes the bad thoughts for "long patrol duty" for dwarves that have never been on a single patrol.
I don't use DFhack and it works fine for me. Really, utilities such as DFhack, DwarfTherapist, etc., are only "necessities" for players who haven't tried hard enough to play without them. That said, there's nothing wrong with using them, it's just kind of an easy way out.
Use wooden or leather shields. Material makes no difference in blocking abilities, only the shield's quality and the user's skill count. Wood and leather are both light, so they won't slow your soldiers as much.
Actually, quality doesn't have an effect on block chance, as shown in
this study. I would personally advise the use of copper shields, because that way the shield bash actually does something, rather than just bouncing off (not that it does much anyway, though). However, both sides of the argument have merit, and it's really up to you whether you want to use light shields or heavy shields.