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[cochramd]

Many fortresses ago, an attempt to completely and utterly destroy a Giant Sponge by dropping a cinnabar boulder on it from 19 stories up ended with the hole being punched through the bottom of the river (don't worry, I still managed to kill that Giant Sponge). Recently, I've noticed that if you fell trees above a level you've mined out, there's a good chance falling logs will break through the floor and fall to lower levels. Does this happen when the level below is all upward staircases, or up/down staircases? I want to grab all the stone, ore and gems that I can from the layers above the first cavern, but I also want to have an underground tree farm and it would be a lengthy process to mine it all out and then build it all back with blocks. 

[PatrikLundell]

If you mine out the level below a tree and then fell the tree you'll get a hole in the roof where the tree stood (that's true for cavern trees as well, even though those don't have roots on the level below). Sometimes some of the logs produced when felling the tree falls down through the hole. Because of this, there is a general advice to minimize the amount of facilities you place directly below the surface, since you very easily get holes that completely bypass any defenses.
Things (such as logs) falling onto a floor that is not supported from below break through the floor in a cave-in until you hit a solid tile (or a magma flow that will annihilate the item). I don't know what happens with staircases and cave-ins, but if they're unsupported they're probably punched through.

Flooring or paving the ground on the surface above facilities makes sure no new trees grow there, and placing a stockpile for no items will also block tree growth. Cutting down the trees before the facilities are built will avoid later holes, if you either don't cut the trees, or prevent trees from growing to maturity.

[cochramd]

Would an alternate solution be to construct walls under any trees I plan to cut down?

[PatrikLundell]

If you build a wall under the tree's stem you won't get a hole when the tree is cut down, and thus no logs falling down. I strongly suspect you'll still get a "hole" in the soil above when the tree is cut down, i.e. the tile won't be walkable, and if you remove the wall underneath you'd get a hole in the roof. The "hole" in the soil can be plugged with a floor tile, however (and after that you can remove the wall). I stress that the hole discussion above is a speculation based on other DF phenomena involving unwalkable tiles.
There is also a risk logs might fall down into the "hole" and become unreachable but disappearing if the hole is floored.

[endlessblaze]

Or you can just floor over the hole, that's what I do. There fairly easy to spot if you see the wood below. And if you go up a level It becomes incredibly obvious.

[PatrikLundell]

The problem is that you can easily have an easy path inside your fortress for invaders for a long time before you notice the hole, especially if no logs fall down. Also, if the floor below is not supported from below, you can (or will?) get a hole punched through that floor as well as the logs crash down (and so on. I suffered a 17 level puncture that way back when trees were attacking aggressively. The tree blew away my protective paved road and logs smashed down and badly hurt the dorf hand cranking a lever to atom smash away a huge flooding).

[Sirbug]

The trees behave oddly when collapsing (from old age, I presume?)
I advice avoiding digging through first underground level at all. Unless you have one-layer soil, it should not be a problem.

[Bumber]

The trees behave oddly when collapsing (from old age, I presume?)

(I think it has more to do with attempting to grow in an unsupported way.)