This is something I'm experimenting with. I set up the basic economy up top, then had my miners dig down past the caverns*
*Actually, I struck the first and second caverns and walled off those passages - I had the shaft go horizontal for a time every 5 Z levels so I could do that.
Of course, I'm not using Blue for anything other than a maxed legendary Armorsmith / Weaponsmith. I'm just gathering it.
Why?
To increase the value of the fortress (though, TBH I'm not sure if raw Blue increases value much), to get more immigrants earlier.
There's just one big, big problem that you may have already realized.
Hidden Fun Stuff is Extra Fun when you've got 14 Dwarves (I'd already had some immigrants when I struck Blue)
Indeed, the first time it was
Extra Fun Very Quickly, because I wasn't fast enough walling off that section.
The second time it worked. I approached the Blue on each Z-level separately, and walled off that Z-level if I struck Fun - which was only once after the first, because I accidentally cut a corner away of the vein.
Here's exactly how I made it work:
I dug a vertical shaft down to the magma sea, and breached its surface. Revealing a portion of the magma sea showed me part of a vein, and I went back up a few Z levels and dug over to near it. At this point, I dug out a small area with a small food and drink store and a few beds for my two miners (who were already legendary, so I wasn't wasting any ores - I would cry, hard, if I missed a Blue ore). This was so that I could keep the mason down there; and I marked the passages up so he wouldn't wander back up. I then dug a long winding passage away from the Blue vein and dug back to it then. I built a stairwell at the barracks and built a new winding passage for each Z-level to the edge of the Blue. I then began to mine it, until I struck Fun which revealed the entire cavity, and after walling off that Z-level at the shaft I was able to mine the rest of the layers I could get to in relative peace, except for the demons two feet of Blue from my miners, and knowing if I made a slip-up it was going to be Very Fun.
Now, this means I can't get at the lower levels of the vein due to the magma sea, but that is better than
Extra Fun Very Quickly again by a lot.
The point? As said before, to increase the value of the fort. More value is more migrants (if I understand this properly), and that means I can develop the rest of my fort faster.
Or, if I make a mistake, they're all going to die horrible horrible deaths. But that's standard.
I made a stockpile for the Blue next to my furnaces, but it's behind a closed floodgate so that I don't end up with a bunch of Blue made by a novice smith on accident.
Digging down this deep this early also allowed me to construct a pump stack and bring magma up top for my furnaces early, and I embarked on a map with lots of sand so I have a lot of glass, well, everything now. Except beds, I find it disappointing you can't make glass beds.