Brothel
Doesn't seem like a good idea to me; the dwarves still procreate without physical contact!
Council chambers
Are being discussed in the nearby thread; noble councils can both provide useful tips on planning and give a nice political simulation.
Concert hall
Can be the same with the council chambers, or can as well just be an ability for dwarves to play music anywhere and enjoy it being played.
Firestations
Well, dwarves have pumps, don't they? I imagine the most useful and essential type of thing to do would be building a small structure, say, 2x2 in size, used as water cistern. When constructed it'd require massive amounts of wooden tubes, but after construction it can be considered covering some area by the tubes on the ceiling. As soon as the cistern gets touched by fire, it is destroyed, and the tubes open up and flood everything in the area with 1/7 level of water, putting the fire down. Water then vaporizes as usual.
I imagine those things would be great in the valuable goods stockpiles and near the booze stockpiles.
Hospitals
Well, using clay and having prosthetic limbs for dwarves is in the future improvement list. So why not take them to a single place, where a broken limb can be plastered, and a chopped off one replaced with a hook arm or a peg leg, and just a beaten up dwarf can get some comforting from Olas McNurse?
Nurseries
As it was said, it's better to have an option who you want in the area. just like you do with stockpiles. I imagine having Dwarfs (underage, adult, injured), Animals (with every type of animal separately specified) and maybe foreigners, where liasons, diplomats, traders and the like could stay for a while.
Museum
Seems like a great idea to me. You have to keep those artifacts somewhere, after all - then let them be guarded and gibe happy thoughts!
Temple
A long-waited thing...