The enemies in Dwarf Fortress aren't nearly sneaky enough. Sieges, ambushes, thieves, and babysnatchers, they all have to come through that front door. My suggestion is to give them more ways to get into your fortress, making them more of a thorn in your side instead of, "Oh, look, a siege. Pull the lever!"
-The first step would obviously be to de-solidify the brooks. I don't know how many times I've dug a short channel from the brook into my fort, without digging into the surface of said brook. Since invaders can swim, they would swim through and suddenly you have a band of goblins climbing up your well. Would only work with short distances, and grates would serve as an early warning system(i.e., you discover them if they try to remove a grate, or if they succeed in removing one.)
-Caravan deathtraps. Basically fake caravans, which you get if you rip the elves/humans off one too many times. The goblins would hide under the wagons, or inside the cargo. Everyone in the caravan would be armed. When the caravan reaches the depot, the goblins pop out and/or the entire caravan attacks your fort from the inside. They also light the caravan goods on fire, which were already worthless. Could also be a random thing when your fort is extremely rich.
-Digging would be extremely obnoxious, but also obvious, because when a person is confronted with a wall of stone in real life, they don't just sit there and wait. They dig. And a sieging army would probably have one or two picks anyway. Ambush squads with miners would be capable of digging into your fort or
if left alone long enough. Their digging would show up on the map if the tunnel is discovered by a dwarf(With a zoom announcement, such as,"One of your dwarves discovers a tunnel that wasn't here before."
- Trying to assemble constructions to get over walls.(I put trying here because, let's face it, who can build things when you have a bunch of ballistae aimed at you?)
-Destroying natural resources(Overfishing during sieges, deforestation during sieges, setting the forest ablaze as they leave, etc.)