I'm currently doing a fortress with a 2x2 embark with a river going through the middle. The north half of the map is Untamed Wilds, and the south half of the map is Terrifying. It's like a marsh or something with a very thick aquifer layer I'm currently trying to pierce.
Anyway, how I'm doing it is, as always, I bring 2 proficient miners and picks, as well as some other basic skills, like farming and masonry and mechanics. Then, I brought plenty of bronze bars and coal in case I need to make something of metal before I breach the aquifer, and some extra stone, wood and a woodcutter. Food, drink, seeds. No animals. I had read about other people doing Terrifying biomes, and I was imagining it would be tough enough to keep dwarf zombies at bay, let alone cats, dogs, and sheep.
So I embark. Nothing too bad right away. I start by sending my miners to scout the aquifer by digging shafts on the evil side and good side, while my woodcutter cuts some wood and the rest just mill around a bit. After a little of that, I got a basic home for the dwarves dug out. Suddenly, I notice a dead purple dwarf, my leader, who, from combat logs, I found was killed by a Zombie Giant Mosquito. I decided then that it would be wise to get inside ASAP.
So, I make some Everything stockpiles, everything, that is, but corpses and refuse, and pasture the horses I got for free outside. During the long process of bringing everything inside, my woodcutter/carpenter goes to get a drink at the river, only to have his spine snapped into several pieces by a Giant Sponge. With only 5/7 dwarves, and all of them suffering a mild fever (and thankfully nothing else) from Stinking Mucus rain, I tried my best to fit everything inside before walling off the outside world.
Now, I have a pleasant little small fortress of 5 of my starting dwarves. It is nice because you can get to know each dwarf individually and train their strengths more directly, and it also makes !!SCIENCE!! experiments easier to monitor, as well as easing the issue of food and drink. Each season, I watch traders/migrants get killed by the zombies outside while my dwarves man pumps and build walls to get through the aquifer. No migrants actually makes the game a lot easier, because you don't have to constantly worry about both expansion AND survival, and you can closely monitor a small population, so vampires, for example, would be easier to single out, not to mention the large FPS boost of having only 5 dwarves.
CONCLUSION:
Evil biomes don't seem too bad. They're certainly less boring than non-evil biomes, and the challenge begins in the first seconds of embark, instead of in like the second year elsewhere, making sure that you're ready for anything pretty quickly. The extra challenge keeps experienced players both busy and entertained, and forces them to break the mold from their previous tactics in less dangerous zones.