This sounds cool to do deliberately, but I've yet to find an accessible guide that'll teach me how to mod my game to make things more dangerous like this. Links, anybody?
If you go to data/init/world_gen.txt you'll see a long list of parameters, each titled LARGE REGION, LARGE ISLAND, etc., as you see if you pick the 'Design New World with Advanced Parameters' option in the main menu. To add your own world to this list, you edit it into world_gen.txt. To
get the world, you pick an existing item on the default list and press 'c' to copy it to the bottom of the list. Press 't' to retitle it for future reference. Highlight it and press 'e' to start editing the parameters. What you do here will depend on what difficulty you want to add and what kind of geography you want to go with it. Make sure you save your settings in between worldgens (F6) -- you can grab the settings post-gen and then paste them into the worldgen file, but it's one button press to do it in the worldgen screens. This also automatically edits world_gen.txt in much the same way that saving an embark profile edits embark_profiles.txt.
http://dwarffortresswiki.org/index.php/DF2012:Advanced_world_generation : Has information on what each parameter does. It doesn't tell you which values to use to make things easier or harder, but it does give enough information for you to get some starting values for your more extreme worlds. I have noted that the minimum savagery can be turned up quite a way -- 25 will push the average up without making too much of the map off-limits to civilisation. I also recommend zeroing all of the 'Minimum [....] Count' and 'Minimum Number of [....]' parameters, as it's very easy to cause infinite rejections by, say, making the world so dry that the game can't place enough forests. If worldgen makes it most of the way but then fails early in the 'placing civs' stage you'll need to either tone down the world a bit or change the entity settings to make civilisations less fussy about where they settle.
You can do a search on the forums for '[parameter] worldgen', but bear in mind that any posts from before April 2010 will reflect 40d's geography (the most notable differences being certain features being limited only to mountains, and magma being found in fewer locations) and any posts that are more recent but from before February 2012 will reflect 0.31's rather less evil Evil areas.
Really, just play around with the settings. The random nature of worldgen means that the same tweaked settings with different seeds can produce worlds that run from underwhelming to awesome. Even with the defaults you can get a variety of worlds.