Go wild with it. Pay particular attention to statues and engravings. Prepare to cast obsidian repeatedly in order to get an ideal engraving you want. DFHack would help with re-casting easily, so you end up with a wall of engravings, each depicting an elf dying. Statues about a goddess of chaos are bonus. I'd also suggest making a sort of "caged demon" thing, and have all the defenses facing inwards where there's eventually some horrid beasts chained on an altar, kept inside by an entire fortress.
I heard about a castle in Europe, somewhere in the Romania area I wanna say, or something like that. In the middle of the castle is a heavy bulkhead that covers a deep, DEEP hole. All of the battlements face inwards, and all of the vulnerable parts are placed on the outside, as if the fort were designed to keep the pit's occupants locked inside...
Also, mazes, chained animals, strange water flows (pressure plates are your friend) and ominous statues. Make it such that anyone would love to go back in adventure mode. Keep in mind that you can somewhat safely place things inside a heavy bin (like lead or platinum, maybe even slade if you wanna get raw-moddy) and it'll very likely remain in the location when you abandon the fort. So, you can make bins of weapons and armor and valuable things, for an adventurer to find where you want. Coins too!