I embark with 5-6 mining picks (7 if I'm on a mountain). No mining skill, as it will grind ridiculously fast. Every dwarf who doesn't have a different job, like farming or woodcutting, mines until the foundations for the fortress are hollowed out. I usually have the basis of my fortress mined out by the end of spring, magma tapped by the end of summer (though the channels won't fill til mid-fall), and exploratory mining going up right after the first immigrant wave.
My dwarves are:
1 Weaponsmith/Siege Engineer. Weaponsmithing is easy to grind in vanilla, but in Dig Deeper or Orc mod you need high quality arms fast. Siege Engineer is just fun, and a waste of wood if you try to train it later.
1 Armorsmith/Leatherworker. Nothing saves lives like armor, and combined with bringing along some leather you can get dwarves layered in leather and chain very easily.
1 Metalsmith/Mason/Carpenter. Admittedly I could leave off the mason and carpenter skills, but I like em anyways. Metalsmith is a pain in the ass to level, even with magma, and when you get nobles their high value furniture that can match a baron's bismuth bronze fetish is a godsend.
1 Metalcrafter/Bonecarver/Stonecrafter. Sometimes I leave stonecrafter off and make them a woodcrafter for bolts on heavily forested maps or just save the points. I hate stonecrafting, it's stupidly unbalanced right now, and it will consume bins way too fast even if you mod the value down. Metalcrafting is a goldmine though, you can bring along an anvil and some tetrahedrite and set up for trade in almost no time, letting you have that crafter mine almost nonstop.
1 Farmer/Brewer/Cook. Usually a farmer will have downtime, he can use it to brew an cook. Nuff said.
1 Gemcutter/Gemsetter. If you have no sand, these guys are a pain to train up. Starting out with a decent one saves a ton of time.
1 Leader. Give him two points in appraising and two in judge of intent, then make him the woodcutter. When you get some haulers, give them some copper axes and let them do woodcutting while the leader moves on to administrative duties.
But that's just me. I used to just bring along two half-trained miners but unless you hit some valuable ore right as you start digging your fortress, having all your idlers mining is way faster. Usually I end up with my weaponsmith and armorsmith mining most of the time, taking time off from mining to make armor for the soldiers. The other dwarves usually go fulltime into their other duties, either training up to legendary for fortress wealth or just from high demand (playing with orcs, I have three crafters working pretty much nonstop just to clean up after the sieges).