I usually go with something of a giant bridge gate with a guard post over it, continuasly armed with 5+ marksdwarves, a moat is always nice, maybe a few fortifacations near the bridge as walls where 2+ marksdwarves are on each side, spear traps for extra measure in front and behind the bridge. also behind the spear traps behind the bridge a floodgate wall. A hallway past that with 2 flood gates (one on each side) both linked to a supply of water/magma. (both would be awesome, for it would produce obsidian) Maybe spike traps through that entire hallway. lava/water pits on the edges of all of this to prevent troll incidents. after this hallway a maze with magma borders filled with fun traps, such as a giant eagle cage that can be opened. some giant tigers to be released, and if you use water, some carp! all tamed of course. make sure to build a room that is secure and protected from gremlins and always has a dwarf nearby for the many levers. have fun with the maze, it's always the best part! of course some beasts can fly, such as skeletal giant eagles, so line your walls with marksdwarves. make sure to fill the moat with carp too. I always like to put a legendary soldier at the end of the maze, secured of course, behind a bridge over a magma/water pit with whatever crud you can find (CARP!!!). with a floodgate behind it. Though i prefer water pits with tame carp than magma pits with forever spawning imps. This will take many many dwarf years to complete. and don't expect to do much outside of your fortress, as this is very caravan un-friendly. also make sure the walls are made out of adamantine for extra measure (just kidding!)