As far as I know, where you embark doesn't have much effect on how many above ground megabeasts you get, unless you embark on a lair (unlikely). You'll never get that many titans, since they're much, much more rare than forgotten beasts. Things like giants and minotaurs should show up on occasion, but you may go years without seeing above ground megabeasts and semimegabeasts.
Ambushes and sieges are likewise complicated. I went years without getting anything in my last fort to suddenly getting two 100+ enemy sieges a year. There is a definite correlation between how much wealth you produce and own, and the size of sieges and frequency of ambushes. What is your fort wealth? If it's in the low millions (say, less than 4 million), then sieges are probably going to be small and infrequent.
It is possible to embark in places where goblins can't reach you, but if you've received a single ambush or siege from them, this isn't the problem.
The best thing you can do to attract more enemies is to start massively pumping your fort wealth. Serrated discs made of valuable metal are probably the single easiest way to do this, with valuable food being the next. If you've got steel, start mass producing steel serrated discs and watch your value go to hilarious levels in short order.
Other than that, try exploring the caverns more. You'll eventually wind up with a forgotten beast arriving that has the right combination of deadly syndrome and material body that you lose most of your military if you fight it directly. Those can spark Fun in even the oldest, most secure forts.