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[lionrt60]

Ok, so i'm not a very experienced df player and im just about to reach the level of barony I think. it'll be the first time I've had a "Valuable" Noble and I'm thinking its the point I should start a military. Im not really sure on what to do though so any tips guys? The DF community is one of the nicest game communities out there so I'm kinda hoping :3

[Loud Whispers]

How many Dwarves can you spare? For your first military I reckon a quarter to a half of your population as soldiers should do fine.
In your [n]obles screen elect a militia commander, preferably a Dwarf you do not intend to fight with, at least until you are confident enough in micromanaging your army later on, to avoid having to worry about finding replacements should your commander die.
With the militia commander appointed, in the nobles screen appoint your first militia captain. Then go to the [m]ilitary [p]ositions screen, and while highlighting the militia captain title [c]reate a new squad. I generally like having large amounts of captains, so create squads of three. But to get the hang of things it's better to first simply create squads in upwards of 7-10, by selecting Dwarves from the list on the right while the position you want filled is highlighted. The top right shows what squad, if any, the Dwarf is already in so you don't accidentally misplace Dwarves across squads when you're recruiting new soldiers.
From there go to the [e]quipment screen and assign [U]niforms to your Dwarves by highlighting the squad position and assigning it the uniform on the right; you can also assign the uniform to the whole squad with [shift] + [enter]. After that's all done, build any coffer, cabinet, armour stand, weapon rack or bed and designate it as a barracks from which your squads can train, and go back to the [m]ilitary [a]lerts screen and put your squads you want to train on [active/training]. This won't get them training just yet, so go to the [s]chedules screen from the military menu and give your [o]rders. Give a training order for 2 squad members for every 3 Dwarves you have in the squad, or just for every pair minus 1 [for example, a squad of 7 would have 3 orders for 2 dwarves to train while a squad of ten would have 4 orders for 2 to train]. This is to ensure Dwarves also have access to off-time for drinking and civilian work.

Once you get the hang of that you can start experimenting with squad equipment, uniforms, orders and barracks.

[Loud Whispers]

A quick warning on danger rooms is that they will very quickly turn your Dwarves into unfired war machines, in that they will be nearly unstoppable with equipment to hand very quickly. In addition, their unscarred psyche will leave them prone to going berserk from witnessing tragedy, and danger rooms are also very capable of reducing the challenge of creating a military from Fun to negligible. It's all really down to if you WANT the extra difficulty or not.
If you want to just have one-sided slaughter of goblins, danger room is the way to go.
If you want a fight, prepare for battle without such contraptions.

[Mushroo]

Two completely opposite strategies; either will create an effective military in my opinion/experience:

1. Select the 2 best soldiers from each migrant wave. Put them in a squad together, with the best possible equipment, training 24/7. This will give you 6 well-equipped legendary melee dwarves per year, which is ample.

2. Put your civilian dwarves in squads of 10 marksdwarves, with ample quantities of crossbows, bolts, and quivers. This will give you a well-armed civilian populace able to meet most threats through sheer numbers.

[Bytt]

Axes are generally amazing and marksdwarves are

Spoiler (click to show/hide)

in my opinion

useless outside of hunting and harassing things from the walls.

[0cu]

Axes are generally amazing and marksdwarves are

Spoiler (click to show/hide)

in my opinion

useless outside of hunting and harassing things from the walls.

If you can keep your marksdwarves away from the enemy, they are very deadly, because they easily knock out enemies from far away, making an easy kill for the rest of your army.

[Loud Whispers]

Marksdwarves are a lot more versatile. Powerful in numbers, can be amassed with little training, are deadly with even just a few elite marksdwarves and you can also equip your marksdwarves with melee weapons to make them even more combat capable. Just be sure to equip their melee weapon after equipping their crossbow.

If you can keep your marksdwarves away from the enemy, they are very deadly, because they easily knock out enemies from far away, making an easy kill for the rest of your army.

Oh easily. For undead and most flying creatures, one shot will be a kill. For armoured humanoids and biological Titans crippling shots can win a fight before the lines clash, essentially functioning as long ranged hammerdwarves. Some argue crossbows are overpowered even, on account of them being more alike hand-cannons that fire metal spears instead of actual crossbows firing bolts.

[Bandreus]

Some argue crossbows are overpowered even, on account of them being more alike hand-cannons that fire metal spears instead of actual crossbows firing bolts.

Well, that was the point about xbows (in real life) to begin with. The one thing making them very deadly in DF is the rate of fire really, as the real life counterpart (especially the heavier and more powerful ones) involved mechanisms in the form of levers and/or cogs or some other device to pull the string.

Medieval heavy xbows were more than capable to pierce all kinds of armors. They could release much more kinetic energy than a hand longbow, and that's on top of requiring substantially less strength  and training in order to be used effectively, making xbows very deadly weapons.

[Wumpi]

In my experience, a few observations:
Danger Rooms: Makes dangerous dwarves fast, at the expense of fighting skill and if you're not an all-male drafter, baby gibs. Even with training weapons there are sometimes accidents. I accidentally speared a fully steel armored dwarf in the throat, causing him to suffocate within seconds.

Markdwarves: Prepare to micromanage the hell out of them. Getting them to change arrows can take several seasons if you're unlucky, so you may as well train a squad and expect them to use bone/wood/rock bolts for combat.
A group of 5-10, however, can tear apart just about anything, and break or weaken sieges with no effort. If you use them for siege-breakers, I suggest a safe platform, full steel+ armor. They can be torn apart by a small bow squad just as easily, and it can take years to retrain a lost squaddie.

[deepdowner]

I post just to countercheck with my military set up, as my current volcano setup has so many ambushes, and I'm tired of throwing gobbos in the volcano all the time.

[superbob]

@OP
best bet - read about it on DF wiki. Overwhelming, I know, but that's the only way to make sure you get all aspects of it right.

In short, and in my experience, the important stuff is:
1. get them in metal armor! steel is best, but anything is better than leather and is absolutely critical to ensuring dwarves survive a fight.
2. put them in training sooner than later, especially since they take a while to grab all the gear they need.
3. make sure they actually wear what they were assigned, they don't need to wear stuff under their armor.
4. make sure you have a hospital ready (with soap, buckets and water supply, preferably also traction benches), otherwise minor injuries can kill your dwarves.
5. until you're sure about the strength of your military, set up some traps. Stone fall traps require almost no prior setup.

[Blastbeard]

Quantity is better than quality, to an extent. A small squad of elite warriors can fall to attrition against larger forces, but a platoon of slightly less trained but more numerous dwarves can substitute skill for numbers. In the end, you want to be able to say 'I Have Reserves', even if your reserves' highest combat skills are just 'competent'.
To that end, train as many dwarves as you can outfit. Don't throw away your old steel equipment when you strike candy, conscript some bodies to fill those suits of armor and bolster your defenses. Arrange a sliding scale of expendability in your army and outfit soldiers with materials according to their place in it.
A larger force can also handle infighting better. When your only champion goes berserk and slaughters the entire fort, you'll wish you'd trained more soldiers to stop him. Having more soldiers overall also reduces the chance the one who snaps won't be Urist McSuperLegendaryChampion.
Of course, there are obvious drawbacks to a redshirt army, namely necromancers ,that one dwarf who can kill everyone going rogue, and the inverse ninja law.

I recommend using squads with mixed arms unless you're going to be frequently fighting an enemy that requires a specific damage type to die. Having a token marksdwarf in a melee squad can simplify most situations, like crippling a fleeing baby snatcher your armored dwarves can't keep up with. Having a token melee fighter in a marksdwarf squad can save lives if the enemy gets in close. A wrestler can pin down a troublesome dodger so his speardwarf buddies can skewer it, and a hammerdwarf can punch through high-end armor that a swordsdwarf can't get through

Also, everything Superbob said.

[mnjiman]

Drafting a military can be done at any stage of the game, and the more difficult the game the earlier you will want to do so. If you are embarking on a really hard site, you may end up needed to draft two military dwarves right off the bat (if you don't have any war animals.) If you are playing on any normal embark and plan not to get into any scuffles too quickly, here are my suggestions:

1) Start drafting a military at about 24 dwarves. At most have 4, however in most cases traps should offer enough defense if you spammed them enough. Getting a military at this point however allows you to take care of 1-2 ambushes (if your dwarfs are trained well enough.)
2) Keep an eye out on how quickly goblin invasions are occurring and how big they are, that will give you an idea of how much military you should have. Once you start getting 2-4 ambushes throughout the year, you are going to start seeing sieges soon, and without any traps you will need about 20 dwarves to fend them off. Once you have 75 give or take dwarves, you shouldnt have any issues having a full 30 dwarf military and still be able to run everything you need to in your fortress.
3) In terms of armor and weapons, this should be your constant goals as soon as you start your embark. Whether you are asking for them from your caravans or you are planning on making it yourself, you have to plan ahead. I like going for a lot of miners if I plan on making it myself, I start with 2 miners at my embark and mine out constantly. Once I get about 20 dwarves, Ill have a total of 3-5. It gets to a point where ill have 1 miner for every 5 dwarf I have, if not more.
4) If you have lots of miners, you should have more then enough time to mine out lots of iron ore, mine down to the bottom of the map, and bring up magma from the bottom using mine carts before you have 100 dwarves. You can also just put magma forges at the bottom of the map, just be aware that once your dwarves have to move more than 100 steps, there are going to be pathing issues.

[grody311]

The wiki has an excellent military how-to guide.  Go through the quickstart to learn the basics, then feel free to read in depth as you get more comfortable.

http://dwarffortresswiki.org/index.php/Army

Everyone has given great tips, so I'll round it out with some disclaimers.  Mainly:

1. Expect confusion.  The military screen takes a lot of getting used to at first.  You need to go through 3-4 screens just to equip your dwarfs properly, but there will still be equipment issues your first time through.

2. Expect frustration.  Marksdwarfs seem like a great idea, but they train so seldomly, and are so finicky about ammo and archery targets, that often times your hoped-for elite marksdwarf squad will often just be a bunch of hammerdwarfs trying to bash everything with their featherwood crossbows.  Your first time through, limit your marksdwarfs to just a single squad, and see how well you can keep them actually being marksdwarfs.

3.  Expect unhappiness.  A lot of dwarfs don't like being in the military.  Tough for them.  Endure the happiness penalty for the first year or so that they are training.  They will get used to it.

4.  Expect casualties.  No matter how well you plan your defense, Urist McWannabeHero will recklessly charge into 40 goblins the moment he catches wind of an enemy.  Don't expect your dwarfs to follow your commands when they are near enemies.

That all being said, I love building a military.  It's essentially your main mega project as your fort grows.  Supplying and equipping and training a 150 man army gives my dwarfs something to do, and it's satisfying to see them massacre anything that spawns on the map.  Just don't be disappointed if your first (or 10th) time through that your army isn't quite the unstoppable force you envisioned.  As some have already mentioned, having a military that is too effective is actually kinda boring.

[Pancakes]

The quality of armor and weaponry makes all the difference, not to mention the materials.
In best circumstances, you can have a squad of axedwarves (or what have you otherwise) with masterwork steel armor and weapons, or candy, if you have it. When you have a squad of dwarves clad in such good armor, they will be able to withstand so much of a beating that their skill levels won't matter, to an extent.

Also, find a good medium with traps and troops. Especially early on when you don't have great smiths or access to good metal, you'll certainly want to invest in a good trap defense. Really good defenses can be the means from losing your fort from a pesky kobold thief and unlucky tantrum spiral from a stab to the head, to surviving for decades without, or with little, incident. Plus, traps are incredibly fun, and sometimes !!FUN!!, to build, and use on unsuspecting goblins.