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[Rosewood]

I've always dug into the mountain first, and then down from there, as it always seemed more Dwarfy to me.  But I see a lot of Let's Plays and Tutorials where the people dig down without any discernible reason, apart some times for easier farming.

What exactly are the Pros and Cons for digging down into the ground or straight into a mountain?

[Tawa]

Straight into mountain pros:
-Don't have to build a lot of exterior protection (don't need walls or moats or a castle, a drawbridge will suffice)
-Less chance of accidental cavern-breaching (extra z-level)
-Don't have to fiddle with stagnant ponds (straight down leads to damp stone cancellation messages)
Straight into mountain cons:
-Usually run out of space on first Z-level quickly (straight down gives more space on first Z-level)
-More difficult to create aboveground projects (less space/more distance from fort)

Straight down pros:
-More space on first Z-level than mountains have
-Easier to create designs with 2 planes of symmetry if you're into that kind of thing
-Probably more space for aboveground projects
Straight down cons:
-Damp stone cancellations on first Z-level
-Need to build lots of exterior fortifications
-Easier to accidentally breach a cavern (design leads to more digging straight down to retain efficiency, which leads to more cavern breaches)

[Uggh]

In theory I agree, it's much dwarfier to dig into a mountainside. However, if you imagine the small height of your portal, be it by bridges or doors, the sight looses a lot of its appeal. We definitely need multilevel portals to avoid looking ridicule with a 30+ level  mountain and a 1 level entrance.

[taptap]

If you dig down, you can start on a flat as pancake plain. And if you start on such a plain, you have to dig down. There is no reason at all to build exterior defences when you dig down, you can just as easily build your defences somewhere under the earth. Personally, I like the understatement of a single downstair in the middle of the desert / glacier expanding to a magnificient fortress only far below.

[Robsoie]

Additionally, depending on the kind of mountain you're digging in, it can take a lot of time to dig into stone after embark, when your miner are not legendary yet.

While when digging down, you usually do it near a river/brook to have easy access to a water source (assuming there's no aquifer), and the layer just there is very fast to dig even for barely competent miner.

[Sanctume]

I prefer flat area embark because I want to see the entire battle field for an above ground siege. 

Even if there are some hills in my area of embark, I end up channeling some of them down to flat z+0 level unless they are part of the above ground walls and fortifications and roofs.

[Montieth]

I like both at the same time.

Into the side of a mountain and dig up and down. Sort of a dwarven Gibraltar. My current fort is on the edge of a mountain and plain biome with a LARGE escarpment (50+ levels) to the east and a single mountain spire (10 levels) protruding out of the plain. I dug into the side of that, dug down and up to the top of the peak. The mines dig off to the right of the escarpment and run upwards to explore minerals in that as

MOST things go below ground but there are towers on the peak and off the sides, walls are built on the low shoulder of the mountain and basically not unlike Chateau de Courcy, just without the sea. The Militia commander has a suite of rooms looking out over the plains to the west. The Mayor also has a suite of offices even higher up. Lower down about level 5 there is a meeting hall with fortifications looking out to the west as well.

At some point there will be some residence rooms built out on the walls and shoulders so that certain dwarves will be out in the light regularly to avoid sun sensitivity.

Workshops and forges are on levels below.

[StagnantSoul]

Into a mountain side is a lot safer, and you could have a perfectly defended fort if you put the mine on the other side of the map from your fortress. A team of three hauling-only dwarves hauling ores to a stockpile near the forges makes this more viable. This way, even opening the HFS isn't that bad, as you could simply seal off that section of the mine and your fortress never would've been in any danger.

[NW_Kohaku]

There's nothing stopping you from digging down a couple layers, then going horizontal to set up your trap hallway, though, before digging your "real" stairwells. 

Anyway, I generally prefer the horizontal dig into the mountainsides, anyway.  It's more habit than anything, honestly. 

In older versions, before climbing or quite so many fliers, just removing the ramps off a small hill was a MUCH faster way to "build a wall" than to build or dig one.  Nowadays, I don't bother "securing" anything aboveground just because fliers and climbers nullify the idea of a secure area that doesn't have a roof. 

[Jigowah]

I think it is really up to personal preference.  I put the depot in a sidecut and go down from there usually.

Lately I am tempted to build the whole damn fort at the lava layer with a depot / warehouse at the surface and nothing else dealing with it at all.

[callisto8413]

Right into the mountain...but afterwards I always end up expanding on the surface.  I end up with a small above ground village of farmers, soldiers, extra, before too long anyway. 

"Well, don't have glass for an underground greenhouse and just putting on a roof over the hole feels wrong so we'll just make some protected farms.  Hmmm... well, those farmers will need houses and at least a diner.  And going need a garrison and barracks.  Going to need a roof to keep out fliers, and maybe a bathhouse.  Some proper roads and a kitchen.  Some storage...."

[Naryar]

Depends where the volcano and the water is.

[nimbus25]

The mountain is more dwarfy, but digging straight down always seems to give a better looking fort. Really just depends on how I'm feeling (although been a while since I've dug into a mountain)

[Naryar]

Also, mountain is better for horizontal defenses such as magma or ballista traps.

[Gwolfski]

do both!