MMmm... On one hand, I do like building my forts for efficiency, although rather than building one vertical ubershaft, I tend to segment my forts horizontally, rather than vertically, so that my industries are horizontally seperated, and they grow vertically downward on their own small sets of vertical shafts that are connected on a floor with massive hallways dedicated just to being a hub floor.
On the other, I rather enjoyed in 40d building my forts into the mountains. One of my forts had a spire of rock that jutted up 20z levels from a flat plain because of being a single mountain tile that was isolated from the rest of the mountain ridge thanks to erosion. I built my noble rooms at the narrowest, highest points of that spire, just trying to fill out the shape, and with some very odd, kidney-shaped rooms being made so that the rooms would be the right proportions. I then had to carve off all the ramps on the outside so that the stupid nobles wouldn't hold their meetings on the mountaintop instead of inside their luxuriously decorated offices, but at the top, I made my duchess's dining room have nothing but glass windows, so that it was something like the Space Needle, but with residences inside.
For my Queen, I made a giant dining hall just to be below the balcony of her throne room, complete with four waterfalls. Her living quarters were her own marble tower filled with statues to make up for the lack of engravings.
Now, with the new caverns, I honestly think that I'll try to start building into the caverns as a challenge. I'll tweak the worldgen to make the caverns have broader chambers, and I'll try to build with the caverns as much as possible, expanding, cleaning mud, and walling off as I go.
It's actually much more fun to play with housing and social services like dining halls than industry, though. I'll probably still just make large rectangular "sweatshop" rooms out of the furnaces or the textile mills or the farms, directly below a giant warehouse made out of a soil layer.