I use military only, and don't use danger rooms, and defeat entire sieges with ease. Here's how!
When you start, each dwarf can have up to 10 'points' of training. For 6/7 dwarves, put 5 points in Hammers, 4 points in shields, and 1 point in pump operating. This makes them red (easy to see) and gives them a civilian labour so they don't get upset as easily by long patrol duty (or something like that). To pay for this training, dump wheelbarrows, bags, ropes, crutches etc.
Bring wood and copper on your embark. As soon as you arrive, dig in and make copper warhammers and wooden shields for everyone. Get a masons going and produce 3 armour stands. Separate your dwarves into squads of 2, arm them and set them training. In the meantime your remaining dwarf can get building farm plots etc. until migrants arrive to help with your labour shortage.
When you have the labour, look for metals and start upgrading your squads. When you send your squads in, make sure they go in together, and try to attack goblins in an enclosed space.
That's literally all there is to it. I never take my dwarves off training, none of them have ever tantrummed (make sure they have good bedrooms and a good dining room). They are armed with steel now and all legendary in almost all fighting skills. One of them even
bit a minotaurs head off.
When I feel like I have enough dwarves in the fort to upgrade my military forces I pick two dwarves who have skills in a common weapon (e.g. two sword dwarves) and set them to train. Simple!