One of the things I find necessary in DF is to have "house rules". When you first start, it's normal to use every thing you can get to your advantage. So in adventure mode, you can just take anything you want. But over time that becomes boring. To make it more interesting, you can make rules for yourself. For economy, I tend to make the rule that I'm not allowed to take anything that isn't specifically meant for me (Ha! Ha! Buddhist rules!). If I see something laying on the ground, it isn't mine. Spoils of war? It depends on the personality of my character. Otherwise, everything has to come from bartering (note that currency is broken -- don't try to pay in coins for most things). This means that I need to have something to barter with. The easiest thing is hunting, carving the bones and trading them with people. If I want steel armour, I need to go to a dwarf fortress, find a person wearing steel armour and haggle with them to get it. Again, depending on the ethics of my character, I can attack people, kill them and steal the stuff. Or I can attack them and demand an item (if that works -- I've never been successful, but I haven't tried that many times). Usually, I try to consolidate my wealth into something small I can carry easily -- like gems. Once I became a silk merchant and travelled around the world, trading silk for other items. Then trading the other items for silk again. The only downside is -- there is no economy so there is no arbitrage: the price is essentially the same everywhere :-) You trade 3 things of silk for a silver dagger, then trade the silver dagger for 3 things of silk.... But, whatever ;-)
Another thing I do is if I see something on the ground that I want, I'll pick it up and give it to the nearest person. Then I'll barter it back from them. This is especially useful in a hamlet where you want to buy food from a farmer. Pick up the food. Give it to the farmer. Then try to get it back. I'll do the same thing for the stock rooms in a fortress. Pick up the item, find the broker, give them the item and then try to get it back.