Water. Play with water.
Drowning traps, indoor waterfalls, waterfall traps, freezing traps (the degrinchinator) dwarven showers, ponds, wells, aqueducts, dwarven swimming pools, dwarven water elevators. pump stacks, dwarven water reactors, indoor rivers.
Then automate all of the above with pressure plates.
Then do it with magma
Play with fun ways to destroy goblins (literally hundreds).
Play with fun ways to execute prisoners (execution tower, execution pit, death by wild animals, death by trained animals, crushing, burning, drowning, execution squad, beheading, beatings, beatings with sticks)
Become a mountainhome, build opulent rooms and furniture for your nobles, or murder their pets and watch them go insane. Spread their anger at unfulfilled mandates to your fortress by employing a fortress guard with no jail so they hand out beatings every time someone steps out of line.
Build fun buildings and rooms like statue gardens with statues organized by subject, jails, fighting arenas, hospital with isolation ward, danger rooms, fortress self-destruct systems.
Try grand designs or themes
Implement challenges on yourself like no or restricted mining, above-ground constructions only, no traps OR no military. or vow to survive without farming, or try difficult embarks, areas with no trees, or aquifers, glacial embarks or evil embarks.
Or build a regular stable fort and once your bored, then decide on a megaproject.