With magma forges, instead of just mining out an area directly above the magma sea and carving channels, I instead mine out an area at the same level as the great magma sea. I build fortifications and a draw bridge along the area I will channel out from above to connect this chamber to the magma sea. After the drawbridge and fortification is setup, I mine out above and channel, then build floors over the channel. The magma flows into the chamber. Once it is full I raise the drawbridge. I now have a chamber full of magma which I can build magma forges over with zero risk of something pathing up through the magma sea into my fortress. I am literally spending an extra 30 mins IRL time, and several more months in game time, just to prevent off chance a magma crab or a lava man comes up.
I used to really do a lot of water distribution system in my fort, for baths, close hospital wells, mist generators, and deep underground farming. With water systems I dig out all the connecting stairways, placing frequent hatches and flood gates before any water would flow through. Any place water needs to come to, I use the diagonal channel trick, in addition to having "airlocks" of multiple floodgates, bridges and hatches. I dig off a sealed high level reservoir which stays sealed, to prevent a large quantity of pressurized water from being an issue, but I have it ready just in case I need water and I don't want to open my water system up to the outside. The actual connection to the stream/river/brook has a fortification and a raising drawbridge to protect it as an entry point to the fort. Once everything is in place and double checked, I would finally dig the channel to connect to the water source. After one more check, then I would lower the first draw bridge and let the system actually work. All of this would take several hours IRL and a year or two in game time. Not quite a proper mega-project, but still pretty obsessive.
For my surface structures, prior to the current 40.xx version, I would still make all my walls and structures multiple z-levels high to get myself prepared for the day when climbing would come. I also make sure there are no easy 1-tile mining paths to my fortress, for the day when mining invaders come (soon).
I build doors to all the coffins, even on maps with no raising dead, just in case. My refuse piles are a much huger necromancer liability, but it is the coffins I pay attention to.
I would tell myself all of these things were to keep my dwarfs safe, but I regularly have a military of only 5-6 dwarfs in fortresses of 80. So really they are just OCD habits gradually accumulated. Part roleplaying, part habits anticipating future changes, and a small part actual dwarf safety.