In times past I've done the pump-stack routine to bring the magma up. Aside from powering forges, this would be used to fill up a reservoir for further processing into a weapon of mass destruction.
My recommendation? Now-a-days, I prefer to create a mini-colony near where the magma is. Give them a set of bedrooms, a dining room, forging ingredient stockpiles, and some food and drink storage nearby. Burrow all them who need to be down there and get to forging whatever needs done. Let some dedicated ingredient haulers do all the work of charging up and down the stairs to keep the local stockpiles filled. With this method, in previous versions, there was still some inefficiency as they occasionally found excuses to head up top, but it still was much less of a hassle. In the current version we now have things like temples and libraries and whatnot to help distract them up top, but it's still so much easier to manage.
You could also lock them down there, but that's just an open invitation to stress and headaches.
As the others point out, and I agree with, there is usually plenty of wood to be found so as to run a set of regular forges for most of your immediate needs. With enough preparation, magma forges can be relatively swift and efficient. First off, you might want to ask yourself why you suddenly want such features. Do you really need the ability to create 9000 steel anvils as maximally quickly as possible? Or, do you just need to do a quickie one off candy bake?
Weapons of mass destruction projects always trump any other considerations, of course.