if you have magma handy, then you might want to create a goblinite sorter.
Your standard goblinite sorter involves a couple of things. First, you have an enclosed pit, it has to be magma tight. Second, you have a pump connected to a magma resevoir. Finally you will want a method of draining the pit of magma. letting the magma flow out of the pit works, but can be slow. You can experiment with differing methods of draining the pit and find one that suits you.
The goblinite sorter separates the undesirable bits of the goblin, (the skulls, the socks, and other junk items) from the usable bits of goblinite ore (iron or better weaponry/armor). The thing to remember with this is... A) you typically will not get any bones from this, meaning no bone bolts for your marksdwarves. If you have an ample supply from butchery, or that last siege, then this is less of an issue. B) The separation process isn't 100% efficient and you may find that you are slagging things you dont want to lose, this is stuff like copper and the various bags, you can go through each goblin's inventory and selectively dump these things if you wish to keep them, but it may just be easier to slag them and get the copper/bags from your trade partners. C) The Goblinite slag is also potentially very valuable, if you do not have an active economy, you may very well want to dispatch the goblins in a more mundane method and use the slag material as trade goods.
My most recent goblin pit example.
http://mkv25.net/dfma/poi-21265-gvsrfinished