When I embark on an area, I want the terrain features to "speak" to me. To inspire me to construct something more organic-feeling, something more than just a few rectangles, to feel alive. I just embarked on a site that has a neat little 7-level hill near the middle of what is otherwise a wide open plain, with two sides of the map ascending into the nearby mountain range. I love this isolated hill--it's this kind of feature that inspires me to build a magnificent tower growing from it. Also, underground, the third cavern is 60 levels deep and has a winding one-tile-wide ramp twisting down the entire space. My imagination runs wild with ideas of building a vertical fort in the narrow pillars that span the entire depth of this cavern. I'm sad that I'll probably abandon it as soon as the new release comes out just because I want bedrooms to work.
This game will be a magnitude better when we can preview embark site terrain. If it only takes five seconds for me to go from "Play Now" to the embark site, then I hope in the near future we can get a preview (at the very least) of what the surface looks like before we embark.
In my experience, embarking near mountains with cliffs in the red (8+) provides the best opportunity for interesting terrain features. Finding waterfalls has been hit or miss lately, but that is always a fun place to build a fortress, as are river junctions (they form nice isolated areas of rock that are fun to carve out).
Anyway, to the original post, I can relate. I have several old versions of DF where I generated hundreds of worlds, or generated a world I liked and made copies of the folder. But until there's a feature of the game that lets you preview the actual embark site at full resolution, it's impossible to know exactly what your embark will look like until you commit to the location.