I just accidentaly found a way to secure caravan path without looking for it.
It's a bit cheaty, because it relies on dfhack's additions to the building placement, so feel free to not use it.
Basically, when you enable 'b'ox mode for walls and place the first point at a buildable spot, you can then place the second in the normally unbuildable zone, up to the border itself.
I use it for two setups:
1/ caravan entrance, totally cut from the rest of the map, complete with ceiling and two bridges to sceal the depot.
2/ Two entrances to my fort, cutting the map in 3, forcing both animals and invaders in pathes where I can setup cages, traps, military, scarecrows, you name it.
It is borderline cheating (or plain cheating, depending on if you consider using the tools at disposal fair or not), but for people like me that tend to get overwelmed by everything there is to do, it helps by making your entrances and overall map safer for your population.
Also, for forts that have access to a decent supply of leather, having all the workers that are suceptible to go outside clad in padded leather and giving them a cheap weapon makes their survivability go up by a lot in the early/mid game.
Last tip: once you get past 15-20 population, try to specialize all you can through castes, the experience bonus will make them all that much usefull in a short time.
Those are just generic things I picked up from my last fort, in hope it helps.