Alright...
1. Make two minecarts and a track that has ramps leading down ramps towards a long, straight track in the middle.
2. Have two hauling routes, one at each end of the track. Give each a minecart.
3. Drop in two dwarves, one on each end. Make sure that they are the only people who can reach the minecarts.
4. Have the routes ride the minecarts towards each other.
That's your course in crashing!
...
Is that not what you meant? Okay, let me help you. This took a while, I hope I'm not ninja'd by someone else's guide.
Open the 'u'nits screen and locate the first dwarf not part of a vital industry. Hit enter twice. Look at the dwarf's personality traits and physical attributes. Mental attributes, too, on second thought. A good militiadwarf is strong, tough, disease-resistant, brave, agil--screw it, just pick a bunch of worthless dwarves.
Now that you have selected your ideal specimens of dwarfity (yeah, right), make a squad. Put the best (or a random) dwarf as militia commander (or captain, if you're making a new squad). If you want the squad to survive, pick metal armor as the uniform; else, pick no uniform. If you want to give them weapons, either choose a weapon type arbitrarily or select one based on the skills of your dwarves. Got it? Good. Do you actually HAVE the weapons you want them to have? How about armor? A shield? Better get to work on that, then.
Alright, here's what you need for a good militiadwarf's equipment, along with the ideal material, how important it is and why, and a cheaper alternative. (All of these assume non-artifact gear; artifact gear should be used in MOST cases, ask here if you're not sure. Give artifacts to dwarves whose status or deeds reccomend it.)
A weapon--Hah, yeah. The best material for a weapon varies by weapon type. Sharp weapons are best with steel; blunt are best with silver. The former is the case because of steel's sharpness, the latter because of silver's density. If you can't afford steel, iron is an acceptable stopgap at first, but get flux ASAP. Without iron, copper is probably the best you'll get, but if you have tin go for bronze. Blunt weapons are best with copper. If you're really cheap, you could go with scavenged wooden elven weapons, or even training weapons if the elves didn't show up. If you use crossbows, go with a wooden crossbow and bone ammo; bones are common, decent, and have few good non-bolt uses. If you think your dwarves might go into melee combat with their crossbows, the advice for blunt weapons is preferred.
Body armor--Also important. Try for a breastplate. Ideal is steel, for its tensile strength or something. I think bronze is the second-best armor material; without that, go for iron or copper, in that order. Otherwise, or if you're saving iron for steel and copper for hammers and shields, go with leather armor.
A helm--Probably more important than body armor. Go for helms over caps, and steel above all. After that, the progression is like body armor, except that you can make bone/shell helms, which are better than leather.
Some war-pants--This is of relatively low importance. Steel graves are ideal; chain leggings and plain ol' leggings are aceptable. Material progression as with helms.
Extremity armor--For hands and feet. Pretty important; those parts are small enough that they come off easy, and hands and feet are kinda important. Gauntlets are the best, and essentially only non-mod, option for hand armor; high boots are what you want for feet, although not everyone knows how to make them. Material progression as for greaves. Note that, if you lack high boots, elves might bring some wooden ones; I'm not sure if they're better or worse than steel (or other metal) low boots. On one hand, wood's not a great armor material; on the other hand, with low boots attacks will completely bypass the dwarven steel a lot more.
A shield--VERY IMPORTANT! Shields not only protect every body part, they also protect against dragonfire and other problems and can also serve as a backup weapon. You want shields over bucklers, period. The best material for shields is copper; it's fairly cheap and dense enough to serve as an excellent bludgeon. If you can't use that, for Armok-knows-what reason, go with wood; shield material doesn't really matter outside of shield bashes, and you likely don't have enough leather to make shields and stuff for everyone.
There's four general options: Sparring, the CFAM, danger rooms, or the (not recommended) OSG process.
Sparring--You need a barracks and weapons to spar. Set up a barracks (ideally near or as the entrance to the fort) and have all squads spar there. PROS: Simple, safe, cheap. CONS: Slow as a child who just grew up from babyhood in a sober fortress.
the Cute, Fuzzy Animal Method--You need all of your gear, and some small animals (cuteness and fuzziness optional). Tell your dwarves to kill the animals. PROS: Quicker training, fairly simple. CONS: Chance of losing dwarves or, worse but less likely, equipment due to foul luck and/or dwarven stupidity; may take a while for appropriate, non-flying animals to arrive.
Danger Rooms--Unless you're just reducing your surplus population, all armor is reccomended, as is a weapon. Set up enough ten-training-spears-to-a-tile upright spike traps to fill a small room and link all of the traps to a lever. Station your military in the room. Lock the door. Pull the lever on repeat. The blunt sticks will hit your dwarves repeatedly, training armor user, shield user, dodger, and even weapon skills (from parrying). PROS: Fast, mostly safe. CONS: Is an exploit, requires work. PROBABLY A CON: Babies, pets, and less-armored morons who wander or are brought in might get injured, ranging from bruises to broken bones to a bruised brain and a broken skull-bone. On one hand, death deprives you of valuable labor and coffins; on the other hand, you have fewer mouths to feed and your soldiers will be steeled against tragedy! Unless they go insane.
the Oh, S&*t, Goblins process--Requires minimal gear. Have goblins arrive. Realise you haven't set up a militia. Draft everyone (or, in a larger fort, everyone expendable) into the militia. Fight. Survivors, if any, are placed into an actual militia and armed with goblin gear. PROS: Requires no forethought, provides free gear. CONS: It really should be obvious.
Reccomendations--Spar until your gear and wildlife situations are at the point where you can use the CFAM, then repeat until the militia is needed. Or, use a danger room or follow the OSG process.
Yeah, right. If you prepared right, the battle is all but won; else, you've already lost. Certain architectural features can hinder or help you or your enemies; learn what they are (I'll see if I can think of some later) and use the ones that help you and/or hinder your enemies. If you don't do that...
Good luck, and have Fun!