As for Unintelligent's suspicions, I can add a little confirmation.
1 and 2. I typically don't worry too much about attributes on embark. Sometimes I give socially aware dwarves leadership positions and agile dwarves mining labors to speed things up, but that's rare.
As for the second part, the choices are pretty self-reinforcing if you do things that way, but I am still confused on a couple things, namely that dwarves that become incredibly amazing fighters due to danger rooms will become either very strong or very fast or very tough, but never all three at once from what I've seen. There seems to be some kind of balance at play where strong dwarves become slower for whatever reason, which seems a little bogus to me. There are people who are incredibly agile and tough!
3. I haven't witnessed any effect of focus on weapon skill gain rate or skill rate in general, but then I haven't really been looking either. It would be neat if focus were tied to skill rate and rate of martial trances: I'd make all the particularly ADD dwarves haulers!
4. Leader skill increases slowly for squad leaders. I'll keep an eye open and see when that happens.
Teacher increases when any dwarf, not just the squad leader, gives a combat skill demonstration. Student increases when any dwarf attending one of these demonstrations is learning. Both of these skills increase fairly slowly, which is a shame because it makes it hard to tell how useful they really are. An interesting test might be to see whether a teacher can impart more experience in a subject when they know more relative to the student.
EDIT: Unintelligent is also correct about Observer skill: I have personally seen it increase in dwarves who spot an intruder, but only to dabbling level. If there were a non-cheaty way to train it, I would, and then post a married couple with good observational skills on the gatehouse with an alcohol stockpile and some really nice statues to keep them happy.