Create a Dwaven Highway.
Literally, that is - route all incoming traffic to your map on a ridiculous highway road that leaves them open to plenty of potshots by everything from archers to ballastae to bridge-a-pult garbage bombardment. For even more fun, rig it so that the Dwarven Highway itself is a bridge-a-pult in several sections, and see if you can launch things (goblins are easy - wagons laden with stone blocks and Megabeasts are another matter) off the map. And of course, there should be at least one section that drops things into a Hell Moat, and the more Z-Levels the drop is, the better!
Or else do what I'm doing, and make Fortress: Dwarf. Wall off the outside of the map so that no matter where anything comes onto the map at, there's only one place they can actually access you and your dorfs from. Then build a defensive castle at that spot. Bonus points if you, like me, can rig that location so that the trade depot is suspended above the magma pipe in such a way that, at your discrection, you can choose to either strange the traders there and let them kill each other by going insane, or drop them straight into the pipe if you'd prefer to just get rid of them for good. Ideally, your dwarves should be able to freely walk the interior of the map no matter how many goblins, humie scum or elven cannibals are sieging outside. Even better if you build glass animal alarm systems so that a chained animal will alert you to the passing of anything Hidden by sighting it, but that the Hidden creatures cannot access and kill the animal. Even more Fun can be had if you exclusively chain female cats into a 1x1 pit and leave a tom walking around the map somewhere. (Eventually, you will find it nessessary to engineer a Cat Pasting Device to smash the horde of kittens.)