Well,
every question you asked and more is available here for you to read at your leisure.I think the biggest thing to learn is that you can never permanently train wild animals, so if you plan on capturing bears or whatnot you need some way to produce a second generation. If you truly want a 'Stray Bear' roaming around your hallways, you need a Mr. Bear and a Mrs. Bear, and they have to be sexually interested in each other. This is one reason those stories of Cave Dragon armies or Roc hatcheries are so astounding, is that it takes quite a bit of luck to have male and female counterparts captured and reproducing before your fortress succumbs to FPS death.
Elves sell pre-tamed creatures, and this is why their sniveling demands are tolerated by the majority of players - easy access to loyal jaguars and all sorts of wild birds for your aviary gardens.
I'm just realizing now that you seem to be more focused on the post-training training of the animals, where you take a basic
bitch stray dog and turn it into a stray War dog. This is useful, IIRC it boosts their stats, and you should always go War dog since Hunting dogs are lackluster in fights. You can train any animal in
this list at the moment, and I believe there is a TOKEN you can add to the raw files to allow even more animals to be trained.
Animals are guilt-free cannon fodder, so an ideal situation is to have so many you can throw %30 of your stock at the invaders, while the remaining %70 continue to safely breed behind your walls. They are tough to control and can sometimes behave in an unpredictable manner when confronted with enemy troops.
For instance, I was playing a human fortress for a change, and my civ had tamed grizzly bears, so at *250* a pop I could embark with a population of trainable grizzlies. Wonderful, right? Well, before I had gotten around to training, the grizzlies encountered a few wild hippos. You know, the most dangerous animal in Africa? The two parties apparently exchanged some harsh words, because the ensuing gore-fest has no other explanation, beyond some deep-set racial hatred towards fat purple creatures.
Untrained animals will sometimes cower in fear when exposed to invaders, so training helps them actually fight and not just
die.