I embarked in an evil biome once. A flock of undead ravens spawned on the edge of the map an instant after I unpaused the first time, and slaughtered my entire expedition before I was able to dig out even 40 tiles.
Sometimes you get unlucky, but you should just get underground ASAP. Bring a stone block and a pick on embark, then you don't even need to dig a 10-tile tunnel before you can order the mouth of it walled. Technically you only need 1 dwarf to survive, although at least 2 (the miner and the builder) is likely, and to be honest designating a meeting area as soon as you have a 3-5 tiles or so dug underground should let you save the whole expedition + pack animals. You may want to bring a couple extra blocks or logs for a butcher's workshop and then a kitchen after that (dump the skin, bones etc. in a pit and maybe floor it over - I don't know if reanimated remains can climb). Then it's down to the caverns ASAP, or if you have an aquifer, you have a bit more time since you won't die of thirst, and if you have meat from the pack animals, that'll last a while.
Getting through the aquifer may seem daunting with just a pick, but it's not actually hard if you know ho: the Single Pick Challenge thread a couple of years ago worked on a method for aquifer pierces using just 1 pick and soil cave-ins.
This was my final version of the method, although you should probably read up on the few preceding pages too, if not from the start of the thread. I don't remember if there were any real improvements to that afterwards, but there are some limitations even to this: it does require at least 1 level of soil above the aquifer, 2 if you want to do the whole process safely underground, and the aquifer has to be 2 deep for the exact method in the linked post, but apparently there were a couple of posts on 1-deep, and 3+ deep aquifers right afterwards too.
I have never tried to play a glacier, I guess it would be pretty cool, never played in a swamp/wetlands either. can anyone tell me what they're like?
I did that, it's easier than it seems. Just tunnel into the caverns and you're laffin. Just remember that you have to construct a stair at the bottom of the ice sheet.
Why is the constructed stair necessary?
Sunberries and Unicorn bone are my primary reasons for seeking out Good-aligned, but Giant Eagles & Turtles are fun as well. When I want to make above ground contructions, I prefer serious Hills or a Mountain. Building into and around an existing vertical structure is much easier than needing to do the whole thing yourself.
I wanted to check off a Biome from my to-do list. My latest Fortress straddles 2 Deserts, 1 red and 1 yellow. No sign of Giant Scorpions thus far, but I did discover a Magma Pipe in the first Cavern layer I am now sending my Miners out in all directions in an attempt to find some magma safe stone I will laugh (cry) if there is nothing magma safe in a Desert.
You're in a desert, make some green glass blocks.
And to reply to the original question, I, too, prefer elevation differences, and gorges are also cool. I once built my cavern entrance so that dwarves and the caravan (I dug a ramp down the edge of one of the gorge faces) had to pass through the waterfall to get in. Automatic decontamination shower + happy mist. Waterfalls do have some effect on fps, too, even if it's not as bad as waves on coasts. I also built a bridge across the gorge halfway up from the river to the top, so I could dig in to the cliff face on other side as well (was cooler than just digging underneath the river for that access). Tropical forests, swamps or sometimes savannas are nice for animals.