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[Jazz Cat]

Every time the trade caravans show up I look through the goods they have and think, "but I can make all this stuff myself," which is a shame because I like the idea of having some commerce going with the Mountainhomes. Of course when I embark on a glacier I'm going to be trading for wood and so forth, but other than that sort of thing, what do you find yourself consistently buying from the caravans? What's the go-to good you always look for when the caravan shows up?

[Quarque]

Same here, I buy almost nothing. I look for good war animals and sun berries. That's about it.

Other than that, they are good as an emergency supply when you lost something critical like your last pickaxe or anvil.

[Shadowdragon00]

Yes didto.

[Merlota]

Drinks for variety.

Uncut gems, bars of metal, meat & vegetables, codex & scrolls, parchments.
High value instruments.

The caravans allow variety in food & drink.  They provide a diverse arrangement of gems for extreme decoration.  They allow parchments for locally made quires.

The instruments may or may not be manufacturable but if you start with the 1k+ ones and decorate from there they make people happy anyway.

[RocheLimit]

Giant Cave Spider Silk Thread is my #1 thing to buy from the caravan.

After that, Steel Anvils, Cheese, Fish, plants to brew, (edit) cut gems, stones, and blocks (focused on those not available on the embark).

From Humans, mainly just Fish, Plants, and the occasional interesting foreign weapon.  Neat animals too if the elves come, but I haven't had a fort near friendly elves in quite some time.

Edit:

...Uncut gems...

You can buy uncut gems in the newer version?  I've only ever seen cut gems brought by merchants.  Then again, I'm still playing 40.24 and haven't been able to order from the outpost liaison in years, so maybe I am remembering wrong.

[Fearless Son]

Depends on where I am at and what I need. 

Early on I try to get a few essentials.  I need a supply cloths bolts woven from plant fiber, wool, and silk, just in case a dwarf in a mood gets particular about something.  I have discovered that whatever you are not producing at a given time is likely to be what a dwarf in a mood demands ("Urist's Law of Moods" or something like that) so I try to make sure I have the bases covered. 

I will also trade what limited things I can produce early for what other things I tend to consume more of than I produce in the early game.  For example, I often ask for raw ores I need, flux stones, and coal and lignite to make fuel.  If they have items made of metals I need but I do not particularly care for the item (and it is unadorned and cheap) then I might buy it off them so I can melt it and recycle it's material.  If I lack fire clay then I import that so I can produce pottery that does not require glazing.  Sometimes I just take clay off the merchant's hands anyway because it is cheap and heavy, and frees their wagons and draft animals up to haul off more of my stuff.  Same thing goes for cages.  Wood is often useful to save me the effort of chopping down trees and hauling all the logs from wherever the tree was.  Leather is a big one, since it is such a versatile resource but my own hunters and ranchers tend to produce less than I would like without cluttering up the fortress with bones and skulls. 

Beyond that, I tend to buy a lot of food and drink, the more exotic the better.  I will often sell high quality prepared meals in exchange for simple staples I can turn into yet more prepared meals.  Dwarfs get happy thoughts from having a varied diet, and dwarfs with particular preferences are more likely to have it met if a wider selection is available.  Also any above-ground vegetables I lack in my native biomes I can turn into gardens I could not have had before. 

[Dunamisdeos]

Wood, mostly.

[Merlota]

You can buy uncut gems in the newer version?  I've only ever seen cut gems brought by merchants.

They might be cut, I don't pay alot of attention to gem cutting. 

[Fleeting Frames]

Can only request cut gems, yeah. Makes rock crystals to produce crystal glass perhaps the most finite resource.

Besides what others have said, gemstone i.e. lapis lazuli/yellow zircon goblets as well as lye (10 per barrel).  Decorated bags for hospital/library container; clothes or extra picks sometimes. I always get divine material whole instruments from elves if they brought any.

[anewaname]

I tend to start on metal-poor embarks specifically to enjoy trading for melt-able items from the caravans, but otherwise only buy their food, thread, wood, stones, and glass.

[Derro]

Wood and metal if my embark doesn't have it, some food for variety, occasionally seeds or animals if I want to expand my agricultural sector. Also stuff that's just too much of a hassle to make myself, like parchment and cheese.

[Rince Wind]

I usually buy all the food above basic value, some fruits for more drink variety and all the flour, lye and so on that they bring.
I also order alle the leather above basic value for the 1st one or two caravans, but then I usually have enough to last me till the end of the fortress. If not, more is easy to order.
I order the less common metal bars that I might want to use.

From the elves I get all the interesting animals I can get, even if I just slaughter them like pandas in a bamboo less environment.

[PatrikLundell]

- Seeds and vegetables of kinds I do not have in my embark (for making farm plots growing those plants). If my embark doesn't support the growing of the plant I obviously don't buy the seeds.
- Vegetables and fruit I don't have on my embark for booze variety.
- Books of "reasonable" quality for my library. The level of "reasonable" quality depends on availability. I skip quality books that risk promoting views I don't want (sloth, worthlessness of knowledge, etc.).
- Instruments to get at least one of each kind I can lay my hands on.
- Divine material stuff, although I still have found only silk and nothing that can be melted.
- If the elves don't have enough carrying capacity to haul away all my used/goblin siege garbage clothes I buy whatever is heavy to make room for the garbage. Beware of ogre clothing, though, as it's *heavy*, so it may have to wait for the humie caravan.
- A few bars of non weapons grade metal for moods if goblins/necros haven't donated any metal yet.
- Very occasionally rock of some interesting color for my Urist image's eyes.

[Maximum Spin]

All the animals, interesting plants or seeds, books, paper, instruments, rocks not available on-site, and sometimes powders.

[OutOfManaException]

There's really very little you need to buy from the caravans, especially once you get a bit of experience with the game. Sometimes seeds if you don't have them already.