Yeah, always use "replace clothing" by pressing 'r' I think. Make sure you have head/body/legs/hand/feet armor for the entire squad, even cheap ones, before doing this though. You should actually do this to your entire population so everyone is armored. You also won't get a problem with tons and tons of used clothing slowing down your game.
Once you assign stuff to a dwarf, I found that not worrying about whether they equipped it or not is fine. Just check back in a season and check who is missing armor pieces using Dwarf Therapist. Re-assign different armor to the pieces that dwarves refused to pick up, and re-check in another few months. Usually by the second season everyone will be using everything you have assigned.
I just updated the wiki on what I found to be a working setup on archery targets. If you have 5 targets, you need to make them into seperate rooms, and assign the marksdwarves squad to train in each of them. After that, I create a barracks with the targets inside the area so they can train in discipline sometimes too.
If you assign two kinds of bolts, it gets kind of buggy, so just use one kind of ammunition. A good setup would be to a have a dog/cat/pig ranch to get a steady supply of bones, and just make thousands of bone bolts for both training and combat. Bone bolts are effective enough for goblins (not so effective against forgotten beasts). Unfortunately, only 5 bolts are produced per bone and a squad of marksdwarves will burn through a thousand bolts before they even hit level 5 in skill.
EDIT: Actually, DO NOT armor up or assign weapons to your dedicated miners/woodcutters/hunters because they will strip down and remove everything after you set them to inactive. Assigning picks/axes/crossbows also makes them unusable in actual dwarf jobs so don't do it. Also, make sure you deactivate these three jobs on all full-time militia members.