Everyone is putting down their choices, so here's one:
Two picks, two axes, an anvil, some dogs already trained in war and hunting. A (male) kitten. Cats mean I don't have to worry about the vermin in my food stockpile. Ten each of stones that are pretty colours, such as olivine, orthoclase, petrified wood. These are for items I might need along the way, especially pumping equipment. I usually go for somewhere with what is now referred to as a "heavy aquifer". And if I don't, then there's magma to deal with! Fruit, berries, and turtles. The more varieties of food you bring, the more barrels and bags you arrive with. Sand, which is a rort at that price. Plus free bags come with sand!
Trainingwise, I never bother to train any miners (they'll learn on the job, and although I play vanilla, no one needs Dwarf Therapist or whatever to add to your dorfs tasks after you embark, you can just tell them they're a miner now). I do train some reasonable masons, a woodworker, glassworker, potter, doctor, and two mechanics. I don't bother with a smith: I'll get one arriving in the first migrant wave, no doubt.... I also get as much musical/dance/singing training as I can these days, with whatever points are left over, it's an interesting new part of the game that I enjoy playing around with. I'm not too panicked about the doctor, to be honest, as I've had a few forts where the doctor was the first to die, and the fort still did okay. All up, I don't need to increase my points all that often, but I will for a challenging embark.
I have a close friend who refuses to EVER prepare for the journey carefully, and just takes the default drop of goods and dorfs and beasts. It seems boring to me, but it keeps him happy.