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[Loud Whispers]

I believe maces are better against unarmored targets, hammers against armored ones. Also, silver is better against unarmored targets and steel against armored ones (testing seems to indicate that the hardness of steel is more important for transferring force through armor instead of deflecting off than density is.)
So the two bludgeoning weapons to go for would be silver maces against monsters and steel hammers against soldiers -- though that steel might be more efficiently utilized in spear, sword, or axe form.

Don't forget copper is great for blunt weapons! The stuff's heavier than steel.

[Buttery_Mess]

If memory serves, masterful armour is more effective than normal armour. A mooded armourer is capable of making lots of that; just melt anything that isn't masterful quality.

Armour material isn't really the deciding factor in whether your dwarves can fend off enemy ambushes and sieges. Goblins don't cover up their whole bodies with armour, so they easily fall victim to lucky strikes; this makes marksdwarves shooting any kind of ammo a winner. Again, undead don't wear armour, and they fall down after only a small amount of damage. The only way defeat a necro invasion is to defeat the necromancer; unarmoured marksdwarves are best for this.

Don't forget that armour slows dwarves down. They will train faster, fight faster, and do things faster if unburdened by it (unless they have max armour use skill).

[Tirion]

Don't forget that armour slows dwarves down. They will train faster, fight faster, and do things faster if unburdened by it (unless they have max armour use skill).

And they also die faster.

[Naros]

Don't forget that armour slows dwarves down. They will train faster, fight faster, and do things faster if unburdened by it (unless they have max armour use skill).

True, but the earlier they start training armour use, the better, I feel.
Skills increase slowly, and I want to protect those skills with a thick layer of armour!

And yes, Masterwork Copper Armour will see a lot more deflections than Substandard Copper Armour.

[Sutremaine]

Don't forget that armour slows dwarves down. They will train faster, fight faster, and do things faster if unburdened by it (unless they have max armour use skill).

You can get away with one layer of iron or steel on a dwarf of average strength and zero armour skill. That is, helm, gauntlets, high boots, leggings, and mail. It'll slow them down a touch, but keep everything covered in metal. Shield skill is important too because it stops stuff from even testing the armour, and it's easy to train by giving dwarves a pair of shields and letting them spar.

Make the rest of their equipment and clothing silk or leather or yarn. Cloth is over three times the weight for no benefit, and you're already at the point of slowdown. No sense in adding dead weight.

[Triaxx2]

I don't know, I just had a pair of dwarves one mace and one axe team up to blitz a Giant Wolverine. Worked better than last time where they hit it one at a time. Though not as well as the one Axedwarf did with his bare hands.

A Giant wolverine had gotten into my fortress, and ate one of my gem cutters, then was trying to eat someone else. I sent the Axedwarf to kill it, and on his way to retrieve his axe, he ran into the wolverine. So he forgot about the axe and punched it in the head until it died. Axedwarf? Not a scratch. A lamb that got in the way wasn't quite so lucky. It was almost a year later when I discovered the skeleton of the lamb in one of the lakes. Previously, all I'd been able to find were it's front legs. All hail the dread Tangledwipes the Giant Wolverine.

[Cobbler89]

Don't forget that armour slows dwarves down. They will train faster, fight faster, and do things faster if unburdened by it (unless they have max armour use skill).

To add something I think others haven't explicitly (though it's relevant to some of their comments): as long as they're training in it the slowness will decrease due to increase of the armor user skill.

To add something I don't know if anyone has mentioned yet: if carrying heavier equipment gradually increases your strength, which I seem to recall hearing but am not sure of (time for !!science!!, anyone?), then wearing heavier armor in training would make soldiers better fighters whether they wear the armor into combat or not. If I'm not mistaken I think you may be able to alter uniforms when training vs. on duty? Or maybe it's just choose whether to wear civilian clothes instead of the uniform when training. I'm not certain of that either, I tend only to use the military functions as a way to get my miners to pickaxe whatever beast happens to disturb my fortress.

[Callista]

What's wrong with a marksdwarf-heavy military? You can do that with copper, no problem. By the time the gobbos get anywhere near, they've got about twenty bolts in them and it doesn't matter what your melee dwarves' weapons are.

And then once you've got your first shipment of goblinite, you start making iron stuff, maybe order some flux from a caravan, and there you go.

[Buttery_Mess]

There certainly are lots of options, but every game is different. Nothing is certain with soldiers; the best laid plans of cavies and dwarves, and all that.