How long does it take building destroys to tear down doors? Is it instant, or do you have a little bit of time?
Takes some time. Artifact doors take a year to break down, while masterpiece door will keep buildingdestroyers busy for a day or two. Also, I read somewhere that materials matter, as wooden doors go down easily.
Nice! Do you use traps and/or danger rooms?
I don't use danger room - dis be no fun. I draft all my male non-professionals into army, equip them with reasonable armor and weapons and send them against any hostiles . I really like to watch how my recruits progress through all the years of fighting, how they gain new titles and kills to their list, how unlucky ones are losing limbs and becomming cripples, and of course some - the most lucky - die horrible deaths fighting fire imps or werewolves. This is where the fun is at, not raping everyone with dangerroomed terminators. I even feel sad when one of my favourites gets wounded by enemies or dies from stray shot from naga or goblin. And also it gives you some interest in your dwarven war heroes, instead of these rank-and-file dwarves trained in danger rooms en masse that have nothing interesting about their personalities and achievements.
As for the traps - I used to have about 10 cage traps near the front door, to prevent too surprising ambushes. After few years I removed them, as removing goblin ambushers from cages and resetting traps was becoming too bothersome. But they did give me something though - a tigerman general himself led the assault on my fortress and got caged. Now its my most precious war trophy and resides in duke's throne room.