I use a variation of gchristopher's description, and so far no dorfs have had their hands burned (another data point in the discussion...)
I build my magma facilities down by the magma sea (or magma pile/volcano, if available), and use mine carts to haul magma for obsidianization purposes, so there's a little bit extra if you just want the magma into carts:
- Locate the magma sea.
- Find a good spot where you can dig a horizontal tunnel up to the top level of the magma sea without cancellation spam, but don't breach the wall. I make this tunnel long enough to feed a magma pump stack (should I want one later), a magma loading station (what we're after here), and 2 of each magma facility. This means 3 tiles in between each facility, except the forge, which aligns differently. The remote end of the tunnel is accessed via a ramp from above.
- At the magma sea end of the tunnel I build a magma safe raising drawbridge hooked to a lever, leave one space for a magma safe wall grate (don't install that until the lever has been hooked up!). One space for the pump stack to draw magma from, 2 spaces for a second raising drawbridge (again, magma safe and hooked up to a lever). I make my drawbridges two tiles long because that allows me to see visually if they're raised or not: one is enough technically). This drawbridge is closed when the future pump stack is operated.
- Inside of the second drawbridge I have one space for the magma loading station (our goal), and then a third drawbridge. This third drawbridge is open only when filling the tunnel to give power to the facilities, and is then closed permanently so operation of the pump stack or magma filling station doesn't cause power outages due to ripples in the magma. If the future pump stack is to be oriented northwards, the magma loading station should be southwards, so dig a 3 tile long tunnel southwards from the tile the loading station should draw power from.
- Once all the drawbridges are hooked up to levers (and tested), and the wall grate has been installed, you can then let the magma in by channeling out the tile separating the tunnel from the magma sea from above (I do that after building most of the magma workstation facilities). Once opened, I immediately order the building of a floor to block access from the sea to the workshops (and I check the units screen to see there aren't a lot of hostiles around in the sea at the time of breach).
- At the level above the tunnel I dig out an open area for the facilities and space to pass by them, plus future stockpiles. There are a few twists to this area though:
- The potential pump stack area retains walls around a T shaped area, with the base being 3 tiles and the top 3 tiles at 90 degrees on top of that. In order to actually make it T shaped, an access is needed from the side of the T, and not at the base (which should be over the tile providing magma, and that tile should be channeled out, but you need to be able to build a screw pump at the tiles above that, so you need to reach those tiles).
- The Magma loading station consists of 4 tiles oriented in the opposite direction from the pump stack T (as mentioned above). You should leave walls around the 4 tile long area, with an opening beside the south end and another one second from the north (i.e. south of the tile from which magma is to be drawn). Channel down at both the top and the bottom tiles of this line and install magma safe floor grates over them (and I install a grate over the future pump stack intake as well, just for good measure). When these grates are installed, you can install a magma safe screw pump oriented to pump from the north to the south in the two tiles between the grates. I install magma safe doors in both of the openings in the wall around the pump, although you only need the southern one.
- I leave the rest of the magma workshop facility construction to the reader, as they're not really the point here.
- Once your magma loading station pump has been built, define a route (e.g. called Magma Loading Station), designate a route stop on top of the southern grate, and assign a magma safe mine cart to the route. A dorf should haul the cart and place in on the route stop location (i.e. the grate).
- Once the cart is in place, the plumbing below has been built, and magma let in to power the facilities, and the innermost drawbridge been closed (but the two outer ones are open), order a dorf to operate the pump briefly. That should be enough to fill the cart.
- Once the cart is filled, designate another route and place the route stop where you want it (typically on top of a Track Stop set to dump in a specified direction). I name this one Magma Dump. Designate the filled mine cart to that route instead. A dorf will haul the cart to the track stop (or give up due to hunger/thirst, in which case the cart will be dropped and there's a 50% chance another dorf will haul it to the destination, and a 50% chance a dorf will haul it to a random stockpile taking mine carts. If you're lucky the stockpile is in the right direction...).
- Once the mine cart has dumped its contents, you can move it back to the Magma Filling Station route, and a dorf will carry it back down.
- When you want to dump the next magma load in a different location, you can just remove the route stop from the Magma Dump route and make a new one in the next location.
Response typed while I wrote the short story...
It's possible to use power to get mine carts to go down into a trench to pick up magma. I've never done so myself, as I use the method above for small amounts of magma and a pump stack for large ones.
It's perfectly possible to build the amount of power generation facilities you need. Shaft losses aren't too bad, but gear ones make a dent in the budget. If using wind mills with the low yield power you're losing a lot to transmission, but you'll get there eventually. If you have zero wind power you'll have to use water wheels, with provide more power. A need for 1000 or so power units isn't unrealistic. Note that power transmission from the surface will leave a hole into your fortress for fliers unless you go through hoops to block the access.