Well I've finally played long enough to make a fortress sort of thing. Of course, I'm using mods such as ways to synthesize metal, uranium etc, and since I'm playing on the default sized map there's not a lot to mine anyway.
Here are a couple tips I've found out.
1) Hunt a lot, use 2-3 people and give them pistols, nothing better than that. Pistols are great for training, keep collateral damage at a minimum. The guys I set to hunt ended up with legendary shooting skill in a few months. You only need to designate hunt targets whenever your meat freezer is running out, but when you do, designate plenty. The "interface mod" thing is really good, you can double click a species of animals, and once the group is selected click on the "hunt" context button at the bottom. Also don't forget to set a high-ish priority to that task.
2) If you're in a hurry to put out a fire that's threatening important items, forget about zoning and trying to wrestle your colonists to put out a specific fire just to find out it's "reserved" (yeah, dibs on that blazin' fire you guys!). Instead, draft a few guys and place them strategically along the edges of the fire, they will automatically try to put any adjacent space in all 8 directions, even if it's already being put out by someone else. Make sure to pause a lot and move them around so they don't just stand there watching the fire grow out of control.
EDIT:
3) Make your trading stockpile an enclosed area with walls and doors, to prevent raiders droping right on top of you. You can designate the area "no roof" whenever you're going to use the trading interface, then remove the area when you're done.