Since I usually build my walls to enclose massive paddocks on the surface, I build my walls and remove ramps to take advantage of terrain and force creatures/goblins/whatever to pass close to the corners of my walls.
Implementing what may be considered the inverse of the method Girlinhat mentioned, I put trap-crosses like:
||
||`
====O^`
`^^^`
`^`
`
at the corners for a combination of trapping capacity and increased path coverage. If you want to catch more creatures per worker trip like this or just cover more area, you can extend the field with additional layers of traps. In the above example I start with the traps marked with ^ and then expand to the `-marked spaces and further on in layers as desired. Main benefit I've seen of this concerns the leader-capture bug because his squad will still occasionally mill about a few squares around where he's captured, and more traps leads to his underlings wandering into what's left (although I've noticed that if you wait long enough they charge towards your fort one at a time, so this also depends on your patience and desire for sacrificial victims).
If you want to eliminate the aforementioned bug entirely you often need to collect most or all of the squad (including the leader) in one go. I came up with an idea but I haven't tested it quite yet (in fact I'm planning on building it after my Goblin Racetrack is complete). Dig a ditch in a choke-point where you want whatever you're trying to capture to go through, like maybe 5 tiles wide or whatever you feel like. Build retracting drawbridges across the whole length of the gap (think platforms retracting into the sides) and line the dug-out bottom area with cages (say 7-8 tiles wide and 1-2 longer than the gap itself in case of lucky dodges). Then build drawbridges at either end with channels under them so building destroyers can't reach them, and have them fold in so that there's nowhere to stand except on the retracting area (bonus: put a roof over it so any particularly unlucky bastard sitting on the drawbridges' base when they raise gets atom-smashed). Chase/bait the herd/squad you want into the trap, pull up the drawbridges and pull the floor out from under them for a fully-caged group in the flip of only one or two switches. If modified for, say, a 2- or 3-z drop you might be able to catch kobolds with this too if you have this setup as part of your entryway (the fall will stun and/or injure them, and their trapavoid tag may not work... or at least your war dogs can finish the sneaky little bastard off without having to run it down).
Best part is that if you want an ENTIRE siege caged for some fun in your colosseum/arena/death race its easily rigged so that after a group is snagged your haulers cart one wave off and bring fresh cages for the next batch provided you have enough cages. If someone else uses this please let me know how it works, as I hope to use siegers as both entertainment and training with a rousing game of Ballista Dodgeball.