Basically, dwarves prefer to construct from the left side, then the right, then north, then south. (This is the same as http://df.magmawiki.com/index.php/40d:Mining#Dig_Priority
I don't know if you're telling this to ME, or just everyone, but I already know how it works. And I honestly cannot see any good reason as to why it is done this way. You've probably watched your dwarves mining something out, getting to the very last designated tile, and then walking for a huge distance ALL THE WAY AROUND through your mining tunnels so that they can dig it out from the other side. It's just silly, and I don't see why it has to be done this way. Maybe the stay-on-the-side-you're-already-on thing IS difficult to program. Or maybe he simply hasn't gotten to this thing yet.
but dwarves cannot construct diagonally, and support does not work diagonally, even though for almost every other intent or purpose, they are basically the same.)
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This also perplexes me. It seems like the game was deliberately designed this way, but I'm not sure why. When building something like an aqueduct with a bend to it, you're required to build a floor, build the wall on the corner, deconstruct the floor, and build a wall there.
It wouldn't be a problem, except that Dwarves can walk through a diagonal, and liquids can flow through a diagonal. So it's weird to me that you can't construct on a diagonal. The only reason I can see fo rthis is because structures are not
supported on a diagonal - but hey, that's an easy fix. If you order something built on a diagonal that has no support and will fall down the instant you build it, then the dwarves will suspend work on it until you get something next to it. (Or, diagonal supporting could simply be allowed. But that might interfere with future cave-in models) The downside is that every single construction would have to check to make sure there are supports, slowing the game down a bit. The way this is handled currently is when you select the building materials - If you can get to building materials, it can be supported. However, this doesn't seem to slow the game down because the game is already paused. So I suppose that the is-this-going-to-be-supported check could take place as you are designating the construction. I don't think that would be much of a problem.
Build priority is also [last in, first out]. This means you want to basically figure out what you want to build, and then command it be built in opposite order (or just suspend anything you want to be built last, if it doesn't matter what order most of it is built in). This also means that you should make the last piece of wall you build be the wall you want your dwarf standing on the left side of when he/she builds it.
When learning how to construct walls, I remarked to my brother that it should be as easy as digging out a hallway. Now that I know more about the game, I know that this is pretty much impossible - not only because your dwarves need to be able to get to every single part of your wall, but also because you need to tell the game what materials to use, whereas with digging, the materials are already there.
An annoying but probably necessary part of this system is when the game says you can't construct something because there is no path to any building materials. I understand exactly why this is, but that doesn't mean it's not still annoying...
There could probably be a programming workaround for this... (something like, "when the dwarves get to this, construct it out of a common and nearby stone type") or people could just learn to build more scaffolding, I guess.