Right now it's very difficult to dig a multi z-level pit only accessible from the top. You have to figure out some way to get rid of the staircase/ramp you are obligated to use, but the stupid dwarves would prefer to stand
below the staircase and remove it, effectively stranding themselves.
Someone mentioned rope ladders as a solution, and i figure it could work fairly well. It would be like a bridge, but scaling multiple z-levels instead of x and y. You'd build it using ropes or chains, needing one rope/chain per z-level scaled and only being buildable on the side of a cliff (dwarf-made or natural). It would have to be anchored on an adjacent floor at the top level like drawbridges are and would only be built/removed from that tile. Not next to it, directly on the anchor tile.
This would allow easy access/denial of access to high cliff areas, and would allow the digging of pits of varying depths without leaving messy staircases behind which could allow creatures chucked in/living in there to escape. It woud still be a little clunky, as you'd have to unbuild and rebuild the rope ladder for every additional z-level you want to dig, but it comes off clean and easy and won't leave a mark.
When unbuilt, it would have to remove the bottom part first and make it's way up.
Also, in future releases when adventurers can build stuff and a climb skill exists, your adventurer could scale a huge cliff and drop down a rope ladder for his companions to climb up.
Another thing to consider for the future of climbing is having cliff caves where only flying/climbing megabeasts will live which only have entrances on the side of the cliff face which the dragon (or whatever) can fly in and out of which can only be reached by climbing the cliff (or magic flying shoes/pegasus mount). T'would be awesome.