I am building a substantial defensive keep and fortress above my fortress enterance this time, instead of looking for cliffs and mountains. So far, I have a set of wall, which will have fortifications all around, as well as two square corner towers overlooking the entrance. I am building a more substantial keep to house increased military dwarves. So far, I have had a few incursions, not including snatchers or thieves.
The first was a forgotten beast which gained access to my main stair cast where it broke out into the first cavern. It made its way into the storage areas/workshop level. It was mobbed by my military, consisting of one squad of marksdwarves, one squard of melee dwarves (heavily armed with spears, axes, and swords), and a large number of war dogs. It was slowly torn to pieces until a marksdwarf scored a direct hit on its head, severing its brain. The cost was surprisingly low--some of the melee dwarves lost some limbs, one was stabbed with a stinger, but they all survivied. I subsequently sealed off the caverns.
Shortly thereafter, an ambush popped up. I lost a few marksdwarves in that one, plus a couple citizens who did not get to safety on time.
After a period of quiet, the next spring saw my first goblin ambush, just as the elven caravan was arriving. My fortress relies heavily on the clothing industy for trade (I'll be damned if a single gold goblet leaves the fortress!) so it was a bit unfortunate that the elven caravan was driven away and slaughtered before I could respond. I did actually send out my military, since I take defending my lands seriously.
Finally, I had my first siege. It occurred just as the human caravan was approaching. Most of the wagons had made it in. There was but one laggard (there always is!). I kept the gates open, sent my fighters to the bridge to protect the fortress, and sent my two squads of marksdwarves to the battlements. The siege was an unusally small one, with only one group of goblins. The caravan wagon reached the bridge, pursued by the goblins, who were subjected to a withering hail of bolts. The human guards counterattacked, and were joined by the melee dwarves. End result--the siege was easily broken by my marksdwarves, and trading commenced.