Went and broke this down since there's a whole bunch of stuff here.
-Should I turn sieges off while I work on it?
Up to you; if the project works near the edge of the map I'd reccomend it but otherwise it's just a personal choice that shouldn't make too much difference. Don't forget you can turn them off/on at any time.
-I like 2x2 maps for most everything, I think that's enough room for a megaproject or rather a small megaproject, any advice there?
For a small megaproject, sure, but for a bigger one that's not even 100x100 tiles - I'd suggest at the least a 3x3, though 4x4 never hurts. I play 6x6s but mostly because I like long, winding paths to the fort itself.
-Magma/River/etc, any features you guys like for these projects?
Magma pipe can never be a bad thing. I also highly recommend UG rivers so you can grow tower caps. The waterfall (origin) tiles of a UG river produce water when removed at faster rates than I've seen even aquifers do for pumping usage, and if you can get the end of it within the embark you get a free mini-chasm too ofr dumping. If you don't want a river, at least get a UG pool (again, for tower-caps). I also recommend steep slopes so you have lots of z-levels to work with. ..also sand.
-Any dorf cap recommendation? I use anything from 60 to 100 normally.
Seems fine to me. Personally once I have enough of everything I need, all new migrants become carpenters/masons who do absolutely nothing but construct, so the limit's your choice. I advise setting the baby cap low, though.
-Any mods I should use? Or any mods you guys recommend?
Not my area of expertise, sorry. I'm sure you'll get enough suggestions here though.
-Should I try for a location without goblins to avoid any annoyance?
Too hard to get. If you don't want goblins and want to keep invaders on for megabeasts, remove them from the raws, gen the world, then add them back.
-Any recommendation about performance? I my fps is in the thousands in a 2x2 map with river/magma, but I really don't want to fall under 100ish. So should I use some mods, avoid walls, etc?
I... Fall under 100? I've never had a fort
above 100 :o I don't think I can help you here, although if you take the UG river I suggest you use a cave-in to dam it and stop the FPS-draining water flow.
-What sort of mega-project should I do? I have been considering between a space ship, an actual ship (either old like a galleon or something modern like an existing battleship) reproduction, or recreate some existing real life building as precise as possible. Any ideas on what should be fun and yet practical?
A lot of people make boats, which are not only fun but come in all shapes and sizes. It's a good place to start, especially if you make it go far below water to add another level of challenge. If you want something different, pick a cool thing and search "epic ____" in google image search. You get lots of inspiration out of the word 'epic.'
-Is there any easy way to extract map data from savefiles, so I can do a 3d rendering without using some of the known visualization tools?
I assume you're running DF on a mac? I don't know if there is, but I don't think VF or Stonesense (which IMO are the best visualizers presently) have mac compatibility.
That's a lot of answers for a lot of questions. Hope that helps; I'm sure you'll get other advice as well.