In one of my old forts i had two bridgeapults set up so theyd launch gobos from one bridge to another till they died.
Dwarven Ping-pong, anybody?
Something I found out in my first fortress (40d), after having a dragon deconstruct the drawbridge to get into my fort instead of crossing it to get trapped in a cage trap while trying to attack my fort (it was the only way into my fort, so it just destroyed it, then sat there, looking at my bait dwarves for a few seconds, suddenly realizing how stupid it was to cut off its only means of accessing my fort, only to get bored, knock over my windmills, and then go home)...
Afterwards, I wanted to make sure I had alternate routes in, but a set of drawbridges over them all, and in order to keep the drawbridges safe from Building Destroyers, I made double drawbridges, which sat on an "island", and both raised to be back-to-back. That way, nobody could reach them if I pulled them up besides fliers. (I wasn't sure if you could deconstruct a raised bridge, and didn't want to take the chance.)
I then decided to build a moat and fill it with some of the crocodiles I bought off of the elves, so that I would fling invaders into the crocodile moat, and spent a couple years working on my moatworks and the waterworks to feed it in the first place.
Then I found out that two drawbridges that raise towards one another at the same time (by being linked to the same lever) actually act as an atom smasher while being
raised, and instead of flinging things to either side, just plain squished the goblin invaders I did my trial run on.
It was funny, but I was still mostly sad that my crocodiles would go hungry.
As for "how to win the game", I'd have to say pulling some kind of obscene megaproject counts. If you make something worthy of being mentioned in the same sentence as
Undergrotto, you have won the game forever.
Or, if I were to be more serious and direct about it, you win the game whenever you're enjoying it. If it makes you think, lets you feel intelligent or creative for coming up with a really elegant solution for a problem, surprises you in a pleasant way, or lets you brag to your friends about how you got an elven king, but no wait, he's actually really, really awesome, then you're winning the game.