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[UristMcHuman]

Five things.

1: Walls.
2: Fortifications.
3: Drawbridges.
4: Siege Engines. (gets rid of excess stone, too!)
5: Crossbowmen.

I use whatever material ammunition I can get my little dwarven mitts on. I build a wall encompassing a certain square area, build some ballistae and catapults, and the first engineer gets assigned Siege Engineer. 2 others get Siege Engineer assigned, and subsequent engineers will become Siege Operators.

[Mechatronic]

I generally embark with four Axedwarves, put them in two squads of two, and they're usually around the legendary level after a year of training for the first siege. Around half of the migrants are drafted in the military. My entrance just starts as a hole in the ground, but I'll typically build a long hallway that enables me to keep my dwarves fighting together. Even with the Fortress Defense mod I find that I only need 10-15 soldiers, presuming they're all legendary in weapon and shield, with others training for the occasional death or injury. I've had that generally work out well, except that Giant Spiders eventually arrive in large enough numbers they can web up all my military.

[GreshKaal]

I usually place a few cage traps in front of my entrance, as well as a couple of war dogs to keep an eye out and help defend.  Then I throw together a very crappy, adequately-armed, nearly-unarmored army of ~10.  My biggest defense, though, is the hope that this all somehow works...  But, since this IS Dwarf Fortress, hope doesn't keep the goblin armies at bay.

[Nan]

My fortress defense is very simply. I build half my crap on the surface in a massive untidy mess... my dwarves don't like plump helmets, they much prefer food and drink made of longland grass and whipvines, nourished by the sun and the rain, and milled by the wind. So my dwarves live in dependence on the surface and half my crap is just built in a big untidy blob around the entrance to my fortress, it spills down into the dirt layer but that's mainly for the sake of efficiency, not actually making it remotely defensible.
So the only possible defense is a credible military. I always embark with military dwarves and just have them train on the surface, and turn any invaders into masterwork blood smears.

If I decide to open up the caverns I have a squad training down near the stairs into the caverns to kill anything that wants to come up...