For non-defensive purposes, I find the best and safest setup is a designated "forge" room deep under your fortress (but directly under it too). The trick to this is to pick a layer where you can safely channel to break into the pipe on the lower level without killing your miners; that's usually not a big problem. Once you've located that, dig a tunnel on the level beneath where your forges will be (on the level you're going to channel into), to form your magma canal. Stop right before the obsidian wall to the pipe, and set up a wall grate of magma-proof material (just to be safe; options include Bauxite, Iron, Steel, and a few other less practical materials). You may also want to block off the far end that leads to the stairs/ramp upstairs, but this isn't critical; your Dwarves have enough sense to not walk into lava pools, for the most part.
Once you have your tunnel in place and grated, you may also want to set up a Bauxite Floodgate and mechanisms to shut off the forges (though this isn't required in the least, as there will never be a need to shut down your forges). Afterwards, carve out a generous room on the level above for your forges, being careful that it doesn't expand over where you need to channel to get the magma flowing (your limit towards the magma pipe should be the tile just above your grate). Next, dig your channel for the magma. You want to get the magma channel in place before you get the magma in place, to prevent unfortunate accidents. I suggest at least 4 wide, and however long you want, so you can put magma buildings on either side of it. Leave a catwalk on either side for save travel between the two halves of the forge room. Obviously, leave your grate unexposed to the upper level.
When everything is well and ready, channel to let the magma start flowing in, and immediately build a wall on top of where the channel was dug; failure to do so risks letting nasty magma creatures in. After that, just wait for your magma chamber to fill, and you have yourself an easily accessed and expanded magma forge area that's perfectly safe from magma dwellers.