There are many cool strategies in this post, unfortunately I'm too sleepy to read them all now, but I need to mark this for later :]
Well, I start by planning ahead all my fortress, it's entrance, defense, a spot for a ballista, then I designate everything I can. It goes like this ['fortress design']
I usually do the Depot/entrance in the same Z-level, nothing complex, with four access-stairs protected by doors and hatch covers, around a hall which contains the Trade Depot. Somewhere near, is where I build Barracks (initial Dormitory) and Animal Stockpile (for cage-trapped badies).
A Z-level below, I build the stockpiles. A big one for food/finished goods, and another big area for wood/stone. Also many smaller ones for every other stockpile type.
Also, the meeting-area is on this Z-level, near the food supply, and a farm complex with inside/outside plants (like 10 plots).
On the below level, I make it the "workshop" level, building all kinds of workshop, below and near the stockpiles of goods they use, with stairs near them.
9 levels below, I use for the "Dwarven Personal Rooms", which I start designating/building after I get 30 dwarves. And 1 Z-Level below this, I build the nobles rooms.
After all this is half-way built, I start building things as the Miners progress.
It can take a while, but with 3 Miners you're set.
The problem is, it's a lot for miners to do, so it can slow down EVERYTHING.
If they don't get the farms dug first, or the workshops, or take too long to make stockpiles, your dwarves will get hungry or thirsty soon, so you're forced to build workshops and stockpiles outside.
The plus side is, after you define all that, all you need to do is worry with military/defences/bigger projects. Which, in my current game, is the phase I am right now.
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To make it short, I:
1) Design the whole fortress.
2) Get a general idea of how defenses will work.
3) Start worrying with the slowness of miners, and thirsty/starving dwarves.
4) Fortress gets ready, industries start working, resources gets produced, food and drink is abundant.
5) The gameplay changes from a Survival game to a Waiting-for-Migrants-to-go-BIG game.
6) Tons of fun, bigger projects, killing miners by digging channels and getting cave-ins, building even more defences and maybe a castle...etc.
Also, it's the first time I deal with magma, I'm building in a volcano. It's awesome.