A couple of things I noticed in my embark in the glaciers:
You can construct workshops out of ice in the ice layers. I think the wiki says they will deconstruct immediately, but that is not the case (maybe in the rock layers). However, some workshops did deconstruct eventually, though I'm not sure why. I don't know if DF keeps track of "foot traffic" temperature or whatnot, but it seems the busier workshops deconstructed eventually.
You can set up food stockpiles in the ice layers. Food and booze will not freeze, but lye will. If you set up your depot outside, the barrels of blood and lye will also freeze I believe.
I built a well closer to the surface with the reservoir about 20 z-levels below. Turns out that it takes a long time for a bucket to go down and up 20 levels. Never really thought of this but was very frustrated when a dehydrated patient was about to die and the bucket was going oooh so slowly.
I brought a pair of axedwarves with me so breaching the first cavern was very easy. I quickly walled off a useful section for farming and some tree harvesting. But I would definitely recommend bringing some lumber at the embark.
How would one go about releasing a caged animal once tamed?
Construct the cage (b - j, use x to expand list). Then query it (q) and go to assign ('a', I think?) and deselect the animal. A dwarf will come along and free it.