I realize that this would utterly annihilate adventurer mode, but it might be a neat feature for a memory hack:
With our current understanding of memory hacking, is it possible to make the whole site be underground with NO sky and NO light?
Thoughts on this being possible: I guess you could run some memory-hacking utility after the site was loaded, and replace a whole lot of tiles, so you can pretend that the "above ground" is just like cavern #0. Or maybe you could even do it as the site was loading--but I'm not sure if current technology allows this yet.
If you screw with the lack of light, can you grow cavern plants/trees on the "surface"? Alternately, can you strip all the soil from the surface, converting it into rock layers? Making the surface into a blasted wasteland where nothing can ever grow would be a fairly nice feature.
Could this work properly in conjunction with streams/rivers, or would it explode somehow?
Maybe some people have experience with this: How would traders or wild animals react to having a site border *completely* walled off (on the surface at least)? I wonder if it would be possible to wedge the dwarves into a very small dome of air in the middle of an expanse of solid stone, and force them to dig their way to the edges if they want traders.
Barring all these options, is it possible to force the dwarves to start in a cavern instead of on the surface? Can traders and invasions come in through the caverns?