I have a fairly standard strategy. Nearly always, 2 of my starting seven will be military. Typically one is proficient axedwarf and the other proficient hammerdwarf. Axes are good against nearly everything, and hammers aren't good against only a few soft targets, but do very well against armoured targets - but all weapons work well against things like goblins.
In .34 I prefer proficient weapon user + proficient dodger, now I'm leaning towards proficient weapon user + proficient armour user, this is because dodger trains faster in this version, and parrying is much less effective because weapon user trains much slower, without the awesomeness of high level weapon user you really need to put more priority on armour - also, attacks can come earlier, again indicating that armour sooner is a good idea. Also dwarves seemed to be slowed down more by weight in this version.
These two should be set to training almost right away, there is no time to lose. Just bang out an armour stand and a couple of wooden shields - you can even embark with a copper axe and hammer for them, but it may be preferable to forge steel ones, or embark with 2 bronze bars and make bronze weapons. As soon as the weapons are ready, put the two in a squad, activate the squad, and set the squad to train at the barracks (until they are training, I suggest making them cut and burn wood, or perform other menial duties).
Melee Dwarves aren't quite as awesome as previous versions (again, the lack of weapon use and weapon user), "the two" will still be pretty epic though, but do make sure to get them a decent suit of armour, embarking with ore for either bronze or steel is a good idea (you don't need much - 12-13 bars per dwarf, or about 3 ore stones per military dwarf), otherwise buy stuff from the caravans if you can't dig ore. Material matters a lot but quality doesn't really matter, it doesn't matter if the weapons and armour are made by dabblers (it might even be a good idea, because steel items can inflate fortress value quite a lot).
"The two" are an awesome defence all by themselves and will make the game a tonne easier because you basically don't have to worry about some baddy running amok in your fortress - the running amok time is strictly limited to the time it takes the two to run there and perform the execution. You don't need to bother with traps (maybe just have a few to catch snatchers) since they'll demolish ambushes and sieges all by themselves. It's MUCH cheaper to fully outfit two dwarves, than a trap corridor capable of dealing with as many enemies.
Typically I then snag about 1/3rd to 1/2 the incoming immigrants (the ones with good attributes) and put them into melee squads. I like to have two or three squads of 5-10 dwarves. I'm inclining to going with monoweapon (a squad of axe dwarves, a squad of hammer dwarves) because weapon demonstrations go further that way. But if an immigrant is say a talented speardwarf, I'll just manually issue him a spear.
All melee in my fortress are active and training ALL the time. MAYBE if they get pissy about long patrol duty I'll let them have a month off, but it's better though to just avoid bad thoughts. Give them individual beds to avoid bad thoughts. Don't have them train near the butcher, or food or refuse stockpiles, because that puts them at risk of vermin or miasma. Have them train in a lit area so they wont get cave adaptation. If a military dwarf gets pissy you can try assigning him an extra nice bedroom. Remember that if you make them focus on training, eventually they'll become 'X Lords' (sadly, usually elite wrestlers in this version, but it works) which eliminates the unhappy thought about long patrol duty. Hence the goal should be to have them train non-stop until they become lords, and happy contented military dwarves.
Typically I don't bother armouring dwarves until their stats are buffed up, a weak dwarf will be slowed down a great deal by a heavy suit of armor, while a very strong very agile dwarf will shrug it off. Now I don't know for sure that being slow slows training, but I suspect it does. In any case, until a dwarf is pretty skilled he's only going to get badly injured or dead if he fights, so it's better to coddle them until they've trained up. Once they are lords, give them armor and let them fight.
The other wing of the military is marksdwarves. I put all my civilians in marksdwarf squads (uniform of crossbow and shield) and leave them permanently inactive, with no place to train (if you want them to activate, just issue a kill or station order). This results in them carrying around crossbow, ammo and shield. In previous versions you could very quickly train them by shooting wildlife (just issue a kill order, using the rectangle to encompass the entire pack of animals). Unfortunately in this version, the flier pathfinding bug afflicts your own dwarves, meaning they wont even try to path to fliers and shoot them (in previous versions, they would just shoot them even though they couldn't path to them and even if the target was technically out of range). Because a lot of animals/animal men are fliers, and because fliers get stuck and wont leave the map for a long, long time, this makes it rather more arduous to train by hunting wildlife. I have not worked out a solution to this, other than going heavier on melee. But even totally untrained marksdwarves are worth having, the skill trains VERY quickly in live combat. Also wooden bolts are VERY cheap in this version, so perhaps it's worthwhile mass producing wood bolts and using conventional target practise. Killing cavern wildlife would be another option if the cavern has low ceilings.