I quite enjoy the great outdoors, easy logging, plant gathering, fishing while it lasts, hunting. Military, eventually, but a drawbridge works well enough (even with the lever right next to it), and all that outdoor activity is good for physical training anyway.
Kobold thieves and keas don't get far when all your workshops are right next to the trade depot, which is butted up against the drawbridge. Barely room for more than five or six traps, though each pack of dead dorfs justifies another one, so sometimes there's more.
If there's cages, because all the proper military are dead again, things just get pitted back outside in a nice gentle drop that leaves them a bit slower. To train some more archers with. Nerfed bows make for easy training.
Plenty of connected back doors for the outdoors types, well away from the edge with well-stocked pastures around them, just construct a wall behind them when building-destroyers turn up. Single-block stockpile at the ready. When that doesn't work, sometimes it won't, there's always a backup. Or sometimes there's not, but immigration is plentiful with all those magnificent bedrooms. Just hope one of them brings a pick before the folk who walled themselves into the food stockpile at the bottom of a flooded fortress finally starve (only 200 years of supplies left!).
If something really nasty sits outside and won't leave, starts eating all my precious caravans, then it's time to put all those hunters into the military, carve out some elevated fortifications, and clean house (nerfed bows and all, armoured goblins run off with a half dozen arrows in them). Unless there's more interesting methods like rivers up high or a magma pipe or an uninvited guest in the caverns that can have a new exit to the surface dug for it.
Eventually I trench and wall off sections of the top at building time (aka winter), to let the farm animals live a bit longer in sieges. Try to have multiple entries open for the caravans to give them a better chance of getting in, connect up everything that got built into place earlier. Take the cage traps back out, and start building something grand for the King. Maybe a nice multi-walled fortress complex, carved from the gem-filled rock mountain.
Another siege? Archers to the battlements! Get the military onto anything which gets through.