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[Tryble]

If you're having trouble cranking out entire sets of metal gear before the sieges arrive, you still have a few options.
Sealing yourself in is easiest, but then you're out of luck where migrants and caravans are concerned. 
You can set up a ton of marksdwarf squads, and fire from behind fortifications to weaken or drive them off.  If they don't have much in the way of archers, then you're pretty safe.  On a side note, I always like to have them in a 1-tile hallway, fortifications on one side to fire out of, and the floor a retractable bridge.  If the enemy DOES have a lot of archers, you can pull the lever, drop your guys 1 z-level and to safety.
If that's too much hassle, there's always traps.  Stonefall traps are pretty bad, Weapon traps are great if you have effective weapons to put in them.  A hallway of wooden spear traps set to repeat is effective enough and is easy (but slow) to set up.

Magma traps are the dwarfiest, but unless you have a convenient volcano nearby then it's a tremendous hassle to set up.  I would recommend avoiding trying a magma doom chamber until you can handle yourself well enough without it.

[Karakzon]

One thing concerning weapon traps clogging up:
If you build them magma safe, then link up a magma clensing flood, youll be able to 'clean' all the useless goblinite and the traps at the same time.

[thegoatgod_pan]

Favorite wait-out-the-seige moment ever was when I just got into dwarf fortress and was showing a friend a goblin siege.  When a human siege showed up. Both decking full crews of archers.  An epic shoot out ensues.  After a while my friend says--hey they stopped shooting, wonder why.  I check the ammo in the leader's quiver--empty.  I smile and show my friend dwarven siege breaking at its finest--10 dwarves with axes vs 30 human archers and 20 goblins archers with bows and no arrows.

[Tevish Szat]

It has been far, far too long since I actually read The Hobbit cover to cover

[Kon]

"Are you expected to defeat every siege?"

I expect it of myself. One of my goals is to defeat every siege and collect all of their loot before the next siege comes, although I'm not always successful. As far as what is expected in general, I have found that different people play in vastly different ways.

Some people like to decide on specific goals before they start a new fortress. Defeating every siege would be a noble goal.

[proxn_punkd]

I kind of accidentally timed out a goblin siege one time. They spawned on the wrong side of an uncrossable river, so I started trying to figure out how to work siege weaponry. By the time I got enough ballista bolts to start shooting, the goblins got bored and left.

Then I built a drawbridge over the river, so now I can just let them cross and introduce them to my traps and army. 

[Mr.Elendig]

Weapon traps are fun but they tend to clog with dead bodies. That wouldn't be a problem if some dwarf wouldn't feel the urge to clean the trap and run right into danger, getting killed and attracting in turn more dwarves to collect his body and socks and clean the trap of course. You're good if you have set up a decent burrow and order the civilian alarm which restricts the civvies to the burrow.

d-b-f the traps works wonders too. (and ofcourse forbid all in the orders -> forbid menu)