Some random carp.
Speed Metal/Space: Unless you want to create some architectural marvels, don't waste your time mining out rooms and minerals separately. Just check the rock below your point of embarkation for valuable resources, mine those out, use the mined-out veins as rooms for living and workshops, and get your smelting and metalworking industries up early.
Large scale security: If you want to build big, have a military. During large construction work, it's always possible that you have to temporarily compromise fortress security (or it might happen accidentally). Traps can only be in so many places, and war dogs can't take on some of the more vicious threats. But if you have even just one small squad of metal-weapon armed dwarves, armoured as best as you can afford, and let them train continuously from early on, then they'll be high master weapon users and fighters very soon. Don't underestimate the importance of violent power - being able to drive away your enemies even if they don't run into your traps can be very important.
Early food supply: Also, if you can find the proper seeds around your embarkation site, consider quickly setting up aboveground farms instead of painstakingly organising irrigation for underground ones. You can always wall the aboveground farms off and connect them to the main fortress via underground tunnels, and if there's airborne predators around you might even put a glass roof on the whole affair.
For additional security: Always have your squads train outside, right before the main entrance. They'll be where they'll be most necessary, and the constant exposure to the outside will prevent them from accumulating cave adaptation.
Trap tactics: Seen from the outside of the fortress, always have your cage traps before your more lethal traps. That way, you might just end up catching a few animals you can then proceed to domesticate or butcher. If you put your violent traps first, you will certainly have fewer, if any, live animals.
Animal FPS: Always cage all animals except for guard animals (dogs, usually) and maybe one or two cats, to hunt vermin. This will give you a solid FPS boost.
Z-Status Menu: Once in a while, press z to check your status menu. See how your food, seed and drink supplies are doing, and check up on your fuels and other critical resources.
Thieves & Snatchers: To prevent goblins, kobolds and mandrills from stealing your valuables (or your children), always have your entranceway guarded by a few animals. A three-tile-wide corridor can be completely covered by two dogs restrained at its sides, and nothing can get through without being spotted.
Ammunition: If you have marksdwarves, or active hunters, check the ammunition section of your military screen. Try to make it so that the hunter uses either bone or wooden bolts, whereas your military dwarves use bone and wood bolts for training, but metal ones in combat. That way you can have them train to top proficiencies by constant exercise, and yet save a lot of resources in the long run.