Here's another tip: Don't fight outside. Cave adaptation is a huge problem for dwarven military effectiveness. One of my early forts died because my elite totally-masterwork-steel-clad danger-room-trained ten-person squad of axedwarves was cave adapted. Basically, I sent them outside to fight the goblins, they went outside, and then they just stood around vomiting while the goblins poked them to death.
or plan ahead and beat cave adaptation. i have several "outside" projects, and my most experienced squad trains in the middle of a large obsidian tower i built (several levels of this tower have fortifications as well). i've noticed nearly all of my dwarves have the descriptor "doesent mind working outside and grubles only mildly at inclement weather". my dwarves fight just as well indoors as out.
Best advice is keep playing. Goblin attacks are a biiiiiiig hurdle to get over. But evnetualy you pass it. I've been playing for a little over a year and I'm just now winning against gobos. I micromanage my battles and rely heavily on traps. Try making a narrow passage (with either walls, channels, magma, water, moats ect) that is the only external entrance to the area to the general area near you're forts entrance. Then spam it with traps of all kinds. Then get your meanest animal chained or pastured to the entrance. Thats my current working method.
man, now i feel proud of myself for picking up military functions after fumbling with them for "only" a month. i've been breaking sieges since about my fifth or sixth game-year this fortress (the first fort i've been able to defend, as well as my first for to hit a current 14 years and attract the monarch =D )
might be due to the genned world and how my map has played out. humans have bronze at best. goblins seem to only have silver and copper. elves, of course, have wood. dwarves have steel, but no iron. kobolds.... seem to be copper and silver as well. hard to tell, really. i struck (and mined a single tile of) adamantine early on, boosting my generated wealth really fast. my second siege brought the goblin's demon, and two other squads. the demon's squad and one other were mounted on jabberers and the like. after waiting that out, i was able to trade for enough metal to outfit my military in more than copper, and after that...BANG, breaking sieges left and right. still lost dwarves, but i was still breaking the siege in less than a month, with no one much caring about the dwarves that did die.
doing so well now, that i am just waiting for a few more warm dwarf bodies to swell the ranks a bit before i go and fully explore the caverns. after THAT, i'm going to find out if this addy spire i found is solid the whole way down. if it is, i think i saw another spire that seems like it's big enough.....