I tend to build lots of 'balconies'- I like to build close to the surface, and use the natural contours of the mountain in my designs. I'll block out a useful room close to the edge of a slice of rock, channel out the extraneous exterior rock, and put a door out to the exterior space. I remove the ramps that allow access to the area, and make a small statue garden- so the effect is an interesting overall fortress shape, and lots of out-door meeting areas which help mitigate cave adaption (but also tend to make civilians vulnerable to crossbow volleys- not usually a big issue, since they're close to doors and tend to run inside right after goblins spring from ambush).
I also like to build "gardens"- areas where I have dirt surrounded by block walls, and the purpose is just to grow little trees and shrubs for decorative purposes. You can use traffic settings to keep dwarves off the grass, and build stone paths through your garden, and statue gardens adjacent to them, to have lots of dwarves hanging out in colorful natural surroundings (gardens work just as well underground as above ground). I sometimes 'cull' the trees, too- so I might only allow feather wood trees to grow in my gardens, by chopping down anything else that grows. New trees will grow, and some of them will be the desired type- so the eventual effect is to have a very high concentration of the specific tree type that you're going for. It's too bad you can't identify shrubs without harvesting them...
With underground gardens, you can do something fun- dig out a lovely shape in the rock, I like to do stars or flowers, then flood it, and drain it, and dig some extra chambers into your shape. Restrict traffic over the muddied section, which will eventually start sprouting trees and shrubs, and smooth and engrave the surrounding areas and make meeting zones for dwarves to linger near your park. Just be sure the meeting zones don't overlap with the garden itself, because dwarves will ignore the traffic restrictions and trample your shrubs and saplings.
Also, I sometimes build little injury factories, and draft a few dwarves into service as "test subjects." This is basically just to keep my doctors in practice. It isn't an efficient way to increase their skills, but it at least keeps them from getting rusty (and it's funny). Dropping dwarves a few z-levels is a good way to produce broken bones, and spikes will produce lacerations and sometimes internal injuries that require surgery, so the design is usually a trap door above retracted spikes. Drop the dwarf, poke them, put them in a bed. They do eventually die (usually because of an unlucky head injury- they almost never bleed to death, if you've got a free doctor and don't go overboard with the spikes).
I also like vaults. I tend to accumulate lots of cut gems, because I like to trade for them. Many I use in industry, but I also just like having giant piles of shining gemstones. It's fun to build a vault with a floodgate made of steel or lead, and some kind of gratuitous locking system (usually I use an airlock type configuration, with a control room elsewhere that has its own secure door), plus some traps (not that anything ever gets far enough to trigger them).