A standard feature in all my forts for ages now has been a garbage chute. I'm not sure how deep it is - about 10-15 z-levels, probably, a 1x1 open space next to a staircase. Everything that's going to rot gets chucked down the chute, and the miasma (the purple 'something just rotted' gas) will rise up the shaft but not far enough to stink up your hallways.
Plus you can throw captured goblins down it, and they explode on impact. I was very pleased when I discovered this. Their assorted limbs can fly up the shaft though, and land on the staircase halfway up, and when that limb then rots you get miasma in the hallways again. Also, goblin thieves can escape while they're being led from the cage to the pit, so be careful with them!
When I start a fort, I dig out the entrance hallway (with space for the bridges, traps etc I'll add later) and a room that will eventually house the trade depot, and use both as a food stockpile and temporary dormitory/dining room/mason's workshop until I dig out more of the fortress. I haven't built any epic dining rooms yet; they're all basically square with tables and chairs inside, only on one z-level, the only advanced feature being a foot-bath at the entrance.
Kudos for the g-mod/TF2 avatar by the way! If you like Team Fortress 2, you'll love Dwarf Fortress - it has many, many more hats!