Severance from your civ is an awesome idea but I think it's too advanced to do right in the games' current state.
As for being able to drawbridge\flood kill everything, I think Toady has stressed that these are issues that he plans to get around to. Likewise for the lack of consequences for death, particularly that of nobles.
For the dispute of being able to play how YOU want, I don't see why you can't. Manage your Fortress however you wan't within the structures of the world, but your actions should have ramifications. You don't have to care, but your dwarves might. (And in this case should.) You can put miasma-inducing refuse piles in your dwarves bedrooms but they might not like it, similarly you can make dwarves get killed (migrants, nobles, cripples if you really want a Nazi fortress) but your other dwarves shouldn't be oblivious to the fact and should react; unless it were possible to set up some kind of secret NKVD-esque execution chamber. Actually if (as?) dwarven justice gets refined, I'd like to see some gallows for particularly bad crimes \ repeat offenders, but that's off-topic.
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I like to think that the reason you have no control over immigration is that you don't really own the fortress, you are just . . . the architect. Those hoards of immigrant scum? They may be bold young adventurers looking for a better life, or they may just be the unemployed detritus of the capital, sent out to the colonies to get them out of the way. The nobility sent to you certainly seem to be, by and large, as useless a group of ne'er do wells, dilettantes and socialites as you could ever hope to meet. Do you think they were being rewarded with a posting to the frontier, or was it just a way to get annoying courtiers out of the capital?
Angela, I too think you don't Own the Fortress. An interesting question to ask is who is the player in the game? I don't mean just as having a personal avatar but what defines your jurisdiction of power? Random thinking aside, I don't believe that the nobles are intended to be a burden; they're just currently broken. And though you are free to imagine so for personal immersion, I don't think nobles are being exiled to your fort, rather they get attracted as the fort prospers. Hell, I don't think the King settles in your fortress because he's being kicked out of the capitol; though it is possible that he is no longer in favor there and once again feel free to imagine it so.
I think the prospect of dwarves leaving was mentioned in another thread somewhere, and that would help immigration a lot too. The husband doesn't have to go nuts, he can leave with the wife if he chooses. Perhaps even have the wife go nuts if he chooses to stay without her. (Studio 54 scenario.) In general, dwarves including nobles should have an option to leave the fortress of their own volition too.
As for requesting which immigrants you get through a screen, perhaps to REQUEST migrants through a noble, otherwise no. The unskilled or lowly immigrants you get are not recruits sent by royal decree. They're the tired, the hungry, the poor; you just didn't build a giant statue asking for 'em.
I like the idea of designating to deny entry, and I don't think it would be so taxing on the starter-fortress either, just draft 1 dwarf and he'll get around to it eventually. You could choose to keep one immigrant at the expense of them having to deport everybody else. Maybe they'd get melancholy and drown themselves afterward :p . Also it makes sense that an established fortress can reject incoming migrants with greater ease. It would be much harder logically for a group of 8 to deny entry to 10, than it would for a group of 120 to deny entry to 19.
Lastly, difficulty shouldn't really dictate decisions for this game with a motto like "Losing is Fun" (Within reason of course...)
P.S.- Sorry if this post is fragmented, so is my mind.
[ May 31, 2007: Message edited by: Funkadelic Jive Turkey ]