Alright, defence by line, in a simple 10-step program
1: woodcutter. I give my starting woodcutter mostly axe and wrestling skills, making sure he's the most anti-social and at least mildly industrious dwarf in the fort, and just having him out there all the time. He breaks ambushes all by himself, slaughters kobolds by the bucketful, and deals with the random skeletal monkeys that the caravan misses every year.
2: Cage traps. Single ones at the edges of large obstructions on the surface such as chasms, and large buildings, to capture samples of the local wildlife for preservation purposes.
3: weapon traps. Scatter single large knives around as a warning to all thieves.
4: dig a ditch. allowing only a three wide passage into the main shaft of my fort, a single row of cage traps to supply my fort with token prisoners, followed immediately by a pair of guard dogs. If anything ever manages to get past that...
5: windy passage with a puppy cage. 'nuf said.
6:my two military dwarves in the statue garden.
7: lock everyone in their rooms til the emergency rations in there start to run out...
8: have everyone pick up the crap-quality spear of last resort they keep in their rooms, and fight to the death.
9: have my one marksdwarf cowering in the corner, getting kills when it's mostly safe until re-enforcements arrive or madness takes him.
10: Adventurers: start sneaking in single recruits in an attempt to assassinate the enemy leadership before reclaiming.