you can climb stairs or go up ramps while underwater. you can also climb down them to get below the surface. i used this to hide my adamantium gear in a fort i made a very long time ago, you had to jump into a pool, swim along a short underwater passage hidden at the bottom, then up a short set of ramps into a hidden room, which had an alternative exit.
if you are going to play around with that then make sure your underwater bits are very short, the normal df races cant live long without breathing.
also consider opening sealed rooms or collapsing bridges with caveins activated by levers and supports, as well as simply hiding entrances underwater, and forcing the adventurer to find ways to empty the resovoir to get in.
you can cage and release beasties using levers, but things you have tamed will die on abandon, and the caged creature must have a name or it dies as well. you can name them by feeding them dwarves or pets.
adventurers can see through grates, bars, and fortifications, pretty sure they would be able to see through windows. im going to test this though.
be very sparing with waterfalls. they are pretty nice, but slow things down horribly.
good luck with the fort, ive been hanging out for some decent places to go adventuring in for ages, and the traps and attactions thread has been grinding along ever so slowly.