I usually start with entirely unskilled dwarves, aside from farmers, or the occasional point in something else as a personal strange mood.
My first building project is almost always a dining room, as soon as I can make it, and it is usually absurdly large, and I spend two years or so making statues to cover every wall -a fter the walls are engraved of course. Despite the fact that I usually start with all unskilled dwarves, it usually ends up being Grand Quality.
My Head Starting Dwarf also always has a death lever in his office which seals the entrance chamber and floods it with either water or magma, which I almost always en-devour to make sure is available. If I happen to be in a glacier, the entrance trap must be as complicated as possible, ideally involving turning enemies into icecubes or melting the ice beneath there feet, though the latter seems to always result in more dead dwarves then skeletons or goblins (depending on the mod I'm using at the time), since either it doesn't work at all or it destroys half the fortress.
I also never seize caravan goods and always respect the wishes of the elves if they ask me to stop being a tree-jerk.
Captured sentient beings (such as goblins) are treated in the same way I treat statues, and put near the entrance to important doors, on either side in pairs. I'm not sure what would keep them from spitting at the dwarves from inside their cages, but I like to pretend they are broken and helpless, treated as monkeys in a zoo.
Lastly, I always mod in a Succubus creature, I don't remember if its a semi-mega beast or not right now - and give them [Power] and the lust domains. I take pleasure in watching them have cults of goblins under their control in legends, even if I've never managed to meet one in an invasion or adventurer mode.