I love that feeling of trying, and failing over and over and over again, until I eventually figure out what I was doing wrong. I feel like my tactics evolve with the environment. I also like the instances where your fort population dips down <5, like when you bum-rush a foe with the entire fort (and watch the entire fort die).
Try 1: Evil Biome. Killed by undead polar bear in 20s.
Try 2: Dug. Undead elk bird walked into cave, and killed everyone.
Try 3: Build a wall around me. Undead climb it and kill everyone.
Try 4: Make a Moat to go with the wall. Undead Bird comes and kills everyone.
Try 5: Add a roof. As the workers are finishing it, a cloud of Evil comes and transforms everyone outside into thralls.
Try 6: Whenever a Fog comes, I burrow everyone into the bottom of the fort. When I let the door down for the merchants, the zombies run in and kill everyone.
Try 7: I discover the glory that is Cage Traps. Unfortunately, a trap-void zombie walks over it and kills everyone.
Try 8: Barricade a dwarf in a room with 8 years of meals and booze (or a well). Works until he goes insane from the ghosts.
Try 9: Success. I have 3 separate Airlocks that use bridges to separate the fort and the Zombies. However, migrants all die to the horde outside.
Try 10: Marksdwarfs on the Roof with Fortifications. The militia has been wiped out to a man 4 times in a row. The last migrant wave of 30 dwarfs was massacred by 1 undead dwarf. The fort's main production is coffins and slabs. At the worst time, there were only 2 living dwarfs. Still ongoing.