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[enizer]

first of all, asking the home caravan for metal ORE can be a VERY cheap way to get some metal.
for example, if your caravan has 2x copper ores, cassiterite, bismuthine, lignite and bimutrius coal, and you ask for the max amount of each,
those four metal bits of each ore, smelt to 4x bar, that's 16 bars from each, resulting in 32 copper, 16 tin 16 bismuth, which can be smelted into 64 bars of bismuth bronze, the cost: around 300 urists.
(note that you MUST specifically ask the caravan to bring ORE)
this is invaluable for metal-starved locations.
value metals like gold platinum and aluminum is expensive though.
keep in mind you also want some leather, wool and silk in case of strange mood, and you are not quite guaranteed easy access to both of those.
also, gypsum plaster for hospitals, can be quite hard to get on many maps, cheap from the caravan.

the humans usually bring tons of meat, leather and wool, all of which are quite cheap, i usually don't get nearly enough meat by hunting fishing and butchering.
leather can be a pain to get any proper amount of, and the humans sell tons of it cheap.
the humans also sometimes sell weapons you cant make.
whips and scourges are somewhat overpowered for example,
i made a lasher squad recently with low skilled soldiers, using goblinite whips and scourges, they had a VERY high rate of randomly decapitating the enemy, over 4x higher then older more experienced and better equipped soldiers.(who used standard weapons)

the elf caravan brings plants you may want and don't have, like whip vine and sun berries, which turn into high value booze.
the elf caravan also brings a TON of wood if you don't have any, and it's practically free.
the elf caravan can bring REALLY useful animals, like bears (really, war bears, need i say more?
i also like selling  animals i don't have the heart to butcher, like cats.(have a cat in RL)
i recently in a year 4 fort, traded a catsplosion to an elf caravan, in exchange for about everything i had any interest in.

any caravan is also the best way to get rid of your garbage, sell them anything and everything you dont want(like damaged items), take some useful things in exchange

[Sutremaine]

My old clothes removal is simply a 1x1 garbage dump with a refuse pile painted underneath; no mechanisms, no risk of smashing a dwarf along with the rags, no hurt feelings.

You can make a regular clothes stockpile and also set it to be a refuse stockpile with no options enabled, and dwarves will take clothes there without being directly ordered to. How you stop your unworn clothes from ending up in the stockpile is up to you, though sorting by location (clothier's -> storage, anywhere else -> refuse) is the most universal way of doing it.

[locustgate]

To get more beasts for my war effort.

[Gaybarowner]

Well 99% of the time I Just haul off useless junk that is lagging up my game but I also use them to access larger invasions unless export wealth does not count towards that..

[jimboo]

1) Hauling away stuff.  Atomsmashing works but only to the extent your dwarves actually carry the stuff where it’s supposed to be.  All “stuff” affects FPS.  I’ve gotten lazy and sectioned off most of the surface and periodically immolate it with magma (kind of fun to watch the fires, leaves nothing behind except goblinite since I train my metalsmiths with copper cages and copper trap components).

2) Gems.  Each fall, I get 4 wagonloads.  I disagree with Wiki on this one: the best use of gems is gem windows.  My fortress is a veritable kaleidoscope to look at on every z level and doesn’t seem to slow anything down.  If you play with the order of build, you can get a Vegas-style running light show.  I’ve haven’t got it worked out yet, but I’m trying to get a blinking “Jimboo” in my legendary dining hall. 

3) Once you have magma, then you can do the coin exploit with a macro to have unlimited supplies of precious and blue metals.  Then, on to Stupid Dwarf Projects!
 

[MystRunner]

I have a nearly ten year fort going and I primarily trade for clothing/cloth/leather to clothe my populous. I also trade for ALL melt-able objects even mundane stuff. As for Elven caravans. I trade for any of the exotic animals they bring. I'll primarily use this as a way to get rid of the massive amounts of bone/horn/ivory/stone crafts I seem to generate using a couple prepared food barrels when something really catches my eye.

[k33n]

I usually trade the elves for large amounts of cloth and animals I can war train.

[jimboo]

I forgot to add,

4) Silk.  24+ seasons, two hundred or so traps with masterwork mechanisms and I’ve yet to capture a GCS or two to start a farm.  One of the things determining dorf happiness level is the things they own, including clothes worn (not in cabinets).  One of my SDPs in this self-sufficient fortress is to have everyone not in blue armor wearing blue-dyed, masterwork silk clothes with masterwork appliqués.  I have the legendary weavers and clothiers and am training a dyer (not a moodable skill) but there just aren’t enough webs to gather for a mature fortress.  We “make do” with rope reed from the greenhouses but still … silk is better as well as more valuable.  There are microcline walls all over the surface; we’re probably referred to by the other races as “the blue dwarves.”  Not that anyone cares --  once we get the silk farm going, we may well just close shop for a few dozen years and see what we can conjure up without the distraction of seasonal sieges (the innermost section of statue gardens is roofed in clear glass; until Toady One makes flying building destroyers who can cross z levels, we’re covered).  If your fortress makes it past the first season and you’re not in a frozen/evil biome or wasteland, serrated metal discs are so valuable that money is no longer a constraint so, ordering Silk, Gems, and Grizzly Bear leather at highest priority along with splitting coin stacks are the priorities for our fall caravan.  If you give the dwarves a few thousand unnecessary credits profit (NOT gift) each year, they’ll bring four wagons the next season and that’s a lot for non-heavy items like silk and gems.  Trading individual coins and “getting rid of stuff” can take a long time, even for the dwarves who have six months before the Elves arrive; I used to have multiple entrances to the Depot and underground alternate paths, etc. before someone pointed out that if you just make the entrance six tiles wide …

 

[Sutremaine]

24+ seasons, two hundred or so traps with masterwork mechanisms and I’ve yet to capture a GCS or two to start a farm.

What's your setup? I've been working on cavern captures for about an in-game year (or maybe two?) and have eight of the big, solitary creatures. I have been cheating a little by using slayrace on water creatures, but that's only because I can't be bothered handing out the crossbows. Although... Given that I occasionally kite creatures to get them moving, a defensive strike with a bone crossbow from a dwarf with no Hammer skill is likely to be much less lethal than a defensive punch from a Legendary Striker.

[jimboo]

You have EIGHT GCS’s after only a year?  Sheesh, and I’ve always been so lucky at cards … My vampire exploratory miner/mason was sent down to find the magma and along the way, he punched through and sealed all three caverns.  That gave me initial maps and the others went down with a couple of squads to set the traps (I refuse to use reveal.exe; I’m trying to do this one fortress “perfect” without a single cheat).  I have dozens of wooden doors surrounded by two-deep traps pretty much everywhere I found GCS webs.  Flying heads, bats, assorted beasties, I now have dozens of those but so far, not a single GCS.  I think I found the Circus but I’m saving that for another day.  On the upside, I had a layer of soil so now there’s no need to trade for wood.  I already have enough beds and bins can be made of copper to train blacksmiths so, the tree farm is used to produce potash and there’s no need to go to the surface other than to party at those statues and escort the fall caravan.  But still waiting on that silk farm to be “Blue Dwarf Heaven.”

What do you use for bait?  Is there something better than wooden doors?

[Sutremaine]

That wasn't referring to GCS in particular, just the interesting cavern creatures like giant toads, cave crocs, etc. I do have a GCS though, might have been about the fourth one to turn up. I guess that may not be a direct comparison, but if the game has rolled eight large predators then I'd start getting a little antsy about not having a GCS. How many of the large beasties have turned up?

What I do for collection is seal off some entrances with fortifications (the theory is that because they don't create a floor above them, there's no spawning spot) and seal off some of them with walls a little further in, so that creatures can spawn but have nowhere to go. Once a creature is selected for spawning, I check it out via the Units list. If it's one I want to catch, I check that traps are in place and deconstruct the wall. If it's one that I don't want to catch, I station the military by the wall before deconstructing it. Because there are multiple entrances, there's a fairly good chance that the next creature(s) to turn up will do so somewhere else. If they don't, that can be unpleasant depending on what turns up. If it's more crundles, that's fine, I wanted them dead anyway. If it's something big like a jabberer, hopefully I have enough time to call off the military before they kill it. If it's a GCS, that's bad, because it'll either kill the military, bounce its fangs off their helmets, or get killed by a counter. If it's a trio of blind cave ogres, that's... fine in this particular case, but my soldiers are pretty good.

A design I'd like to try is something like this:

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,,,,,,,,,,,,,,,,#,
#################,
^^^^++++++^O++++D,
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The only way for creatures to get from the map edge to anywhere is to follow the corridor. First there is a door, which when locked will keep most creatures out. Then there is an empty section of corridor. Then there is a wall, which will keep anything out. Then there is one trap. Then an empty section of corridor, and finally some backup traps. The whole thing should have a ceiling, with the 'floor' at the edge of the map being made of fortifications.

Most of this is insurance against creatures turning up in the same spot twice. The aim is to deconstruct the wall, draw an unwanted group past the door, get it locked, and kill them in the corridor before they can use up any of the traps. If it's a wanted group, simply deconstruct the wall and keep the military on standby. Odds are they're some kind of predator and chase down the dwarf like a T-Rex chasing a jeep full of tasty scientists, and then they'll end up trapped.

If the next group appears in another entrance, repeat the process. If it appears in the same one, the door will either keep it out entirely or buy enough time to either pull everyone out or rebuild the wall / reset the traps (risky).

You can use a raising bridge (or retracting bridge over a ramp) in place of the wall, or a hatch cover over a ramp. Anything that's completely impassable to creatures will do.

It's pretty labour-intensive on your part and you'll be doing a lot of pausing and manual managing, but as far as the dwarves are concerned they're spending the whole time running around. Just keep an eye on what's going on elsewhere, and have a good store of food and drink and clothes and a generally smooth-running fortress. Maybe stop all non-essential production and hauling, and ignore traders unless you have a cache of aluminium goblets or silver serrated discs right by the depot. If you're trying for any large cavern creatures, you have something of a limit based on the lifespan and current age of whatever you catch. GCS currently don't breed, but can be quite easily modded to. If it's only the GCS you're after, then the only limit is your patience for cutting through unwanted creatures.

I don't have any distractions right now. The only two civs with access are dwarves and goblins, and the dwarven caravan tends to crash the game so I disabled the active season on dwarves. I was halfway through a streamlining mod and getting fed up with the untraceable crashes at worldgen I was getting, so I tried a world that looked interesting (it wasn't). So the fortress has no surface activity at all, getting only never-revealed ambushes.

[jimboo]

Sounds complicated but I’ll probably try it anyway – I want that spider.   

One point I don’t get: why block off cavern entrances with fortifications and walls further in?  Does it increase the spawn rate somehow?  Won’t beasties just wander in from offscreen?  (Mind, without reveal.exe I don’t have full maps of the caverns yet so the U screen doesn’t always show me who/what’s down there.)  Three FBs of various types so far, no spiders.

[Sutremaine]

Fortifications are right up against the map edge and stop anything from spawning*, walls further in are to allow creatures to spawn but not get any further into the map until you're ready.

You want lots of potential spawn points, but the more you keep available the more building work (and walking) you have to do.

*That's the idea, anyway. I'm reasonably confident that it works, but not yet certain.

[Dwarvinator]

If there were no trading, there would be no reason to trap Elves in webbed cages and then kill them with their own weapons - "Oh, I see you have brought us a female giant tiger, one month after the male you delivered died. How very amusing, Ulrist, please show these folk to the alternate exit, if you would be so kind."