I usually bring some peahens (1 pair) and turkeys (also 1 pair), right off, and a pair of pigs. I'll not touch any of them until theres been at least 2 batches of chicks from the turkeys and peahens, and i leave the pigs to breed till about year 5-6. Usually that will set me up to be fully self sustaining on food without even farming (plus cheese is always a plus). Although I'll often also set up massed cage traps, and waste about 10-15 dorfs as full time animal trainers, domesticate everything, and feast on all.
Recently though I've done an embark on kinda a peninsula with a bay to the south (8x8 embark, TEH LAG) Started off ok, opted for 2 of every domestic bird, and some pigs. Didn't bring much for equipment though. Started carving into the ground, made it to summer... 2 whales beached themselves, 1 regular sperm, 1 Giant sperm. within a half a month of eachother. Literally had to build a bucher next to each one, and a minecart system to bring the food to the fort before it all rotted (only had 11 dorfs total), now I'm after the main caravan, looking at my food stocks menu showing >20000 meat. Also anybody need some bone bolts? I think I'll have me a master bonecarver soon enough.
Wonder if i'll get any more whales? already have food for 200 dorfs for like 20 years, even if i cook it all down (right now its quantum stocked, but i have nowhere near the space for the actual food/bone storage) i'll still end up with 5000+ meals
In hindsight though, is there ever gonna be a change to make it so that larger animals produce more hides and thus leather, than smaller animals?