The very first thing I do on a new embark is measure out the exact center of the map and excavating 2x2 U/D stairs 255 z-levels down. They stop when they reach the first cavern, but it gives them something to do and gives me an idea of how far I have for "surface" space. While that's digging, I have the mason cut stone blocks (I brought) into blocks, and use the blocks to build workshops on the surface (i.e. carpenter, who makes one wood block, a couple wheel barrows and several beds). I usually at this point will have to distill plump helmets (I brought) for booze and turn milk (I brought) into cheese before everyone gets thirsty/hungry. Next I have a farmer setup 1x7 plots while everyone who's not digging gathers herbs/vegetables. Essentially it's a version of the "1-pick challenge" but with other raw materials too. If you embark without any finished goods (besides an anvil), then you can start from scratch as a cool challenge!
If the ground is flat, I'll drop 10 z-levels and start the first rooms (at least one is a dormitory); otherwise I'll go a little further to ensure surface noise doesn't reach the dormitory. Workshops are only 3x3, so unless you manage to royally screw up placement then a 4x4 room will work fine. For a challenge, you can try 3x3 rooms with door or stairs specifically adjacent to a walk-able tile of the workshop. I recommend setting up a macro for whatever you want as your stock shape room. For a long time I would build seven of those 4x4 workshop rooms with the top/bottom two offset to roughly shape a hexagon. When you want a larger space, dig out the walls and you get a rather large room (with or without workshops) in the shape of a hex. Because it's rather standardized, you can expand into the space as you see fit: storage, bedrooms, workshops, mood boosting rooms, et cetera. That should help you avoid ad hoc designations that later look ugly or are otherwise hard to aesthetically fix.
If you absolutely hate the idea of a central shaft, I would recommend either a square or hex grid, with the corners being the internal corner of an external layer of that shape. For example, what would normally be your central 6x6 stair room instead has stairs in each corner, which is the corner of four 6x6 squares dug away from the center. Go a z-level or two down and let a corridor connect your quadrants under ground. A hex shape is a little tricky due to geometry in a square grid world, but it's totally doable. I really like andrei901's idea of a central hall that "branches" up and down. Of course I would recommend having multiple entrances otherwise your dwarfs are going to waste a ton of path time whenever they want to go to the surface.
Other challenges I recommend are: pierce aquifer, evil and/or savage biome, all wood/sand/stone (pick only one) based construction and economy, and lastly try building up instead of digging down. For the last one, maybe the only dwarfs allowed underground are miners and mine carts, but everyone else works and lives above the normal surface (including the mason and smelters).
Hope at least one of these ideas gets you excited to play again!