Avoid heavy aquifers. They're a pain to dig through without pumps or clever tricks involving freezing temperature.
Light aquifers are fantastic sources of water that aren't too difficult to dig straight through.
When digging down, designate a 2x2 or 3x3 up/down stair going down like 10 Z levels or so. From the surface all the way down 10 levels (or however deep you want your fortress). This is deep enough to get through all soil layers and to stone, where all proper dwarven forts should be constructed. At the bottom of this up/down stair mine out a room. A 10x10 room is big enough.
Water from the light aquifer will fall down the up/down stairway into this empty room. The water will spread out on the ground and will passively evaporate away without building up. As an added bonus, this creates mud which can immediately be used for underground farming.
You can dig out the rest of your fortress from here. Extend that 10x10 room out with tunnels leading off of it, other rooms, storage, workshops, bedrooms, etc.
Then on the surface build a bridge over the down stairs tiles at the surface. You can't block them all off. You will need temporary access around the bridge. Build a lever somewhere safe in your fort, underground. Link this lever to the bridge and pull the lever to retract the bridge. Now build constructed floors on the down stairs tiles that are not covered by the retracted bridge.
This secures your entire fort with a bridge. Pull the lever and the only access to the surface is cut off in a way that cannot be destroyed by building destroyers.
Just make sure to retreat everyone inside before doing this! Make a burrows for the underground area and restrict civilians to this burrow. Then once everyone is inside pull the lever. Seal off the surface.