Always have a series of draw bridges that can lockdown each entrance to your fortress. This way you can release your military without exposing your interior. Also, minimize entrances, and like the ones above me, use those entrance paths and bridges to channel your foes into the places you want them to go. Dwarves do a much better job at fighting when there's lots of dwarves and less of the enemy.
I generally always embark with a proficient weaponsmith and armorsmith, as well as a stack of tetrahedrite and some iron ore(whatever is available). If you start at embark, you can easily provide full suits of armor and weapons by the end of the first year. I generally hold off and try to explore my stone layers a bit, to see what native metals I have. I prefer to train my smiths on copper gear before making iron, and I don't make steel anything until they are very skilled.
I really can't reiterate the importance of layered defenses, because it's imperative to survival. I'm currently relying on a tower of andesite blocks that's planned to be atleast 4 levels high, currently 3 levels of walls are complete. The 2nd story is the entrance, and it started as a raised platform with two 3x3 bridges, but I've built small towers(5x5ish interior) beside them, connecting those towers to the main tower, but not accessible to the gateway. I plan on carving fortifications on the third level surrounding the gateway so my marksdwarfs can shoot down at anything caught in the gateway.
Ideally, you want to soften the enemy up with something, like traps and guard animals, before you send in the military. I particularly like cage traps because they remove enemies from the fight immediately, and after the fighting is over, you can release those prisoners, unarmed(possibly unarmored) in the middle of your military dorfs you want to train up.
Surviving your first real siege(or atleast, bandit raid) is when you feel good.
Edit: WATER. If you are using the military, dwarves are going to get hurt. Hurt dwarves need water to drink, or they will die from dehydration. Wounds need clean water or infection WILL set in, and dwarves will die. I built a cistern adjoining my tower, fed by a pump on the brook. This is a temporary fix: one building destroyer walks up, it tears up the pump and all my water comes out. I'll probably build a more elaborate pump set up later on, probably just have a aquaduct over the brook to the cistern. But it works for now.