I myself have been running farm-free. In addition to cows, you can also milk horses, mules, and donkeys. I believe cows are better eats when butchered, but horses/donkeys/mules are more point efficient on embark. Also, milk only costs 1 point, making it a cheap source of cheese. Have a dwarf with plant gathering enabled to scrounge for berries to turn into booze, and trade for what else you need.
As far as the War Menagerie goes, there are several new war-trainable animals including (but not limited to) grizzly bears, polar bears, giant eagles, elephants, and tigers. I recommend embarking by a tropical river, since elephants are tameable without a dungeonmaster, and make sure the elves can make it to your settlement.
hmm.. how effective is berry scrounging and what should I embark with? The embark system is now hella complicated and very.. "min-maxy" like selling your axes and picks and just buying the mats to make them at the embark and etc.. I miss the old embark set up. Sell 1 axe and just buy w/e and press e!
Now its a lot more.. complicated. Also I should embark with horses and not cows right?
Plant Gathering is very hit or miss for getting what you need if you don't have an herbalist. I've been keeping the anvil, bringing a mating pair of cattle, and embarking in places there are so many shrubs my axedwarf/woodcutter doesn't need high skill to find SOMETHING to eat. If military isn't a concern I'd drop the anvil and bring a female mule as well, in the hopes your wagon-hauler is a male mule. If you think there might be wild horses kicking around your site, though, bring a female horse and hope she gets... lucky.
This strategy generally means that my dwarves run out of booze by the time the first caravan comes, and slaughtering the wagon-puller + copious berry piles means I live long enough to see that caravan. Once the caravan comes, I buy all the booze as well as a food reserve, and by the next year the meat industry is going strong enough to not be an issue and all the caravans supply my booze needs. That first year is very touch and go, though.