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[Itnetlolor]

I'm a "Surface Dweller". I mine out within the top 5Z of the land for my main fortress, with an opportunity to build on top of the lands (like dwarven condos up to 10Z tall, and looking like what you'd expect inside said condos (having worked a carpet-cleaning job before, I am familiar with the layouts of them to replicate them well), as well as a fancy exterior for them. Due to their potential vulnerability, I leave that as Royal Housing.).

Just as well, I do allow for digging deeper into the cavern layers, but doing so would require me to make an airlock of sorts that would isolate the 'lower fortress' from the upper one, so in case anything happens to one, the other will survive or thrive and keep the place running.

[Psieye]

Back when I was regularly making forts, my standard design was a giant U - dig from surface to magma, then back to the surface and bunker off this part. That way, invaders would have to walk all the way down to the magma where they find themselves inside giant 'magma smelters' and then all the way back to the surface to get to my main fort.

[VoxieG]

I tend to dig a couple levels down, build an incredibly condensed fortress on a couple of floors, then have a main shaft into the cavern levels, which I try to secure and colonize. Other than that, I don't actually use too much of the map.

[Nikow]

I am building two types of fortress:
First one is just above surface fortress with walls made from blocks. And everything is on surface, with 10 floors up walls and buildings with two mines:
One is for "safe mining" inside walls, just some small constructions, like well feeding mechanismus and 'prison' for caged creatures and panic room for 7 founders.
Second is for "exploring", i am discovering all the caverns and exposing them for surface (without safety perma closing gate, just small building "secured" by door).

Second one is underground-surface fort, 7 levels down to my "welcome room". Then some way to farming area in soil, but without way to surface and only deeper.

[nuget102]

Occasionally I've actually started a fort all the way down to lava in order to get decent forges running. This is, of course, absolutely impractical. Hauling all of your goods to the bottom alone occupies most of my time when I do this. This isn't as bad if I build in the first cavern layer, so I usually do that. On the plus side, this means charcoal free forges in your "main" fortress without using a volcano.

1) Dig a 1x1 down to where you want your stuff.
2) Put a hatch (or retracting bridge) over said hole.
3) Link a lever to hatch (or bridge).
4) Dump all of your stuff on top of the hatch (or bridge).
5) Pull the lever.
6) Watch as all of your stuff falls dozens of Z-levels.
7) Hope no dwarfs are at the bottom of the chute, because if they are then...
Claim said stuff and make any slabs/coffins you may need.

[SuicideJunkie]

I build above the surface, because I can't stand to do something I can't undo later (aka digging) in case I change my mind.

After I have the fort running well, then I'll dig a shaft down to the magma for garbage disposal, and for forges.
Then I've got decades to spend pondering and slowly laying out the deep fortress facilities.