I have a citizen's militia in every fort I make, now that I've got it figured out. It's super-worthwhile, since having your dwarves stand and spray bolts at enemies is waaaaay better than having them run around in circles, especially since goblin soldiers almost always have higher agility, plus steel helms and mail shirts reduce fatalities around the fort by a good bit.
Basically, everyone in the fort except the career military guys is in a squad based on profession, e.g. haulers, doctors, smiths, so that I know who to throw into the dwarven wave attacks first. It helps to tell at-a-glance how many dwarves of whatever type you have, it gives you more control over your dwarves in an emergency, and it means you never have to worry about piles of discarded clothing clogging your FPS.
They all get a military-grade mail shirt, helm, gauntlets, and copper crossbow, and silver hammers as a secondary if I can spare it (they will use the crossbow most of the time in melee, but occasionally make a game-changing hit with the hammer). I make a bunch of leather legwear and boots which they replace with goblinite over time, and leather chestpieces to go over the mail because I think it looks cooler.
I also set up an arena of sorts, where I mass-pit my captured goblins (at least, I did in 34.11, I've heard 40.x has some pitting issues), with fortifications around it, with a barracks designated around those. All dwarves are "allowed" to train in the barracks, so they do their civvy duties, but when they would normally be idling they go do individual combat drills, and if there happens to be a goblin in the arena, they take potshots at him until they get a new job.
This way, civilians get to competent in the marksdwarf skill pretty quickly, and they're always doing something useful instead of just idling.