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[Eddren]

Okay, you won't get any full-scale invasions until you've got 80 pop.
Having said that, your BEST bet in the beginning isn't to do the basics-If you've got a stream, you've got food. All you need is a farm for booze, and a stream for food.
They don't need bedrooms yet, that's optional. Begin laying out the whole Fortress. Take defense into account. In fact, you should probably design a unique defense system for every section of the Fortress.
Don't worry about stockpiles; for Food stockpiles, a good idea is to make it the same size, but span Z-levels. This also makes is a perfect center for your Fortress activities.
Refuse piles should be made INSIDE with a door. Don't let it go outside.
Stone won't effect anything. Trust me. Don't even bother to think about it. If it really annoys you, go get the Crafter to make pot pots out of it.
Wood, eh, that's sorta going to be a problem later on, when you don't want to send your idiots dwarves into the Forest, to go be terrified by a Raccoon. At about that point, you should dig down, breach a cavern, close it up, and watch your farming space sprout trees around it. Note: All Farms should be indoors.

[Sandrew]

I usually set up farms, a still and a metalworking industry up first so that I can immediately start working on a military. After that I focus on making the lives of my dwarfs comfy and building pretty things.

[moki]

I plan some insane project, start digging out everything with 2 miners, make some rock crafts, dam rivers and pump magma all over the place. Food production comes around year 2, but usually the first caravan brings enough to last me another year or so. Bedrooms are nice, but unnecessary until the first tantrums start. I usually bring a lot of stuff on embark, so production is not the biggest concern for a few months.
There's the easy way and there's the dwarven way...   

[Triaxx2]

I prefer to embark on sites with only miners. 7 miners, minimal picks and minimal excess. Trade for wood, and keep the little monsters as busy as you can I tend to drop the wagon to get it into a stockpile as quick as possible, then I disable the stockpile. Why? Because then they don't waste time with hauling things to it. Instead they stop whining and get on with digging the rest of the fort. If they die of thirst, or are unhappy, well too bad. Everyone else is just as unhappy, and you're all equally armed and capable of deadly violence.

Don't worry, the next guys along will pick up the bodies and put them in the tombs.

Seriously, this seems to be the best plan I've had for a while.

[Mechanixm]

1-Dig hole in wall
2-Move all supplies and Dwarves inside hole
3-Seal hole with a bridge
4-Plant a farm producing plump helmets all year 'round.
5-Begin actual playing of game...

[Iapetus]

If so, do you just leave the stone laying around in your rooms?

Generally, it doesn't matter if stone is left lying around.

If you try to build on top of stones, the builders will automatically move them out the way first.  (Exception: if the stone is forbidden, marked for dumping, or "tasked" for use in another job then it won't get moved and the construction job will get suspended).
 
As has already been mentioned, if the stones look ugly or are confusing, they can be hidden.

If you want to actually get rid of them, the easiest way is to put a mason, craft or mechanics workshop near the biggest masses of stones, and set them to continually make rock blocks / doors / stone crafts / pots / mechanisms etc.

The other way to get rid of them is to select them for mass dumping (either in a garbage crusher, magma, or in a "quantum stockpile" near your mason/craft workshops), but that takes a lot of dwarfpower, so should be left until you have a large and under-employed population. 

Stone stockpiles are a waste of time, except for specific uses (e.g. stockpiling ores near your furnaces, coloured stones near a specialist mason's workshop, and possibly a small stock of "ordinary" stone near the mason/craft/mechanic workshop).  But you don't need or want to be stockpiling every stone you dig out, as it is a hideous drain on dwarfpower for no benefit.

[Corneria]

My fortress starts tend to follow the following pattern.
Embark, immediately see this:

Spoiler (click to show/hide)

Examine further up volcano to check potential for magma forges at top:

Spoiler (click to show/hide)

Dissatisfied, proceed accordingly:

Spoiler (click to show/hide)

Then realize I turned temperature off and nothing is burning and start the cycle over again.