Crop farming is the easiest to maintain. Once you have a reasonably-sized plot going (you only need about 50 tiles on food production to support a fortress if you use wheat and quarry bushes to get 5 times normal food, but you might want a dozen or so tiles of farm focused on clothing production, as well), the whole thing practically runs itself.
Animal-based food production is more tricky, since you need to butcher animals all the time, and that takes manually designating things, which I hate doing. Eggs are a significant break from this, however, as egg-layers are ridiculously fecund. A few turkeys will solve all your food problems forever, and are nearly cheating.
Fishing is more hassle than it is usually worth, but then, you need a couple shells for moods, so have a single fisherdwarf to get those shells more than to get food. Remember to forbid those things, and remember that fisherdwarves tend to die a lot.
Warm biomes are best, but try to embark on the border between two or three different kinds of biomes with different types of minerals to give yourself the best shot at getting a good selection.
I like embarking on sloped areas, because if you remove all the ramps from a slope, you can effectively turn a hill into an impassible wall very easily, and it's much easier to just designate a huge chunk of area to have its ramps carved out than it is to wall a huge area in. Look for a way to use the least walls possible to completely enclose a large amount of wooded pasture area.
When trying to build a fortress, remember to avoid making large, open, square designations. Those are inefficient, and slow down your fortress's FPS. Instead, dig out a soil layer stockpile, then drill stairwells down from that, with the workshops that use whatever resources the stockpile holds sitting in rooms right off that stairwell. If you spread your workshops out horizontally from your stockpile, each workshop is 3 or 4 tiles further away from the stockpile than the last one, but if you do it vertically, they're only 1 tile further away.
Do the same for housing - just make a few rooms clustered around a few stairwells down from the corners of the main dining/meeting hall, with a food/booze stockpile on top of it.
I tend to make "efficiency fortresses" in a "pod" system, where I have a central dining hall, with residential districts below that in the center. On each direction around that, make your stone, wood, metal, and military/gateway/trade districts, where you focus all your stockpiles for each in a cardinal direction around the central residential district, and with workshops of the proper type drilling down below the specific material type's stockpile.
Remember, soil layers are fast, and produce no stone, so feel free to dig with a reckless abandon there, but be very limited in your mining of stone and ore - you don't need that much, and it's a drag on your system.
Also remember, a full soil "wall" beneath a soil floor will spawn underground trees inside the soil layers, which may be a good or bad thing, so either dig out whole floors, or skip alternating floors accordingly.
Set up your basic food production first, and security second. If you aren't going to die, then you're free to work on darn near anything else after that.
For a first fort, feel free to make plenty of traps - cage traps and stonefall traps are super. Cage traps are "instant kills" in a way, but you need to keep supplying them with cages. Remember that ambushers can avoid traps, so you need to put some chains with dogs on them behind a "blind corner" (to avoid marksmen) of walls in front of your entrance to stop those pesky sneaking types.