For real background dwarves? Hunting is pretty fair, depending on your location. Groundhogs are easy prey; Skeletal Giant Eagles, less so. Farming is pretty awesome as well.
I generally embark with a miner, a woodcutter+carpenter, a metalsmith+metalcrafter (if I have any dwarves who like platinum), an armorsmith+weaponsmith (if anyone likes steel or bronze or especially special blue stuff), a herbalist+planter, a mason+engraver (especially if they like obsidian), and then usually a soldier and doctor or something like that. I mainly tailor those based on their likes, because if a dwarf likes platinum, he'll make higher quality platinum statues and goblets, which makes more valuable dining rooms and trade goods. Same with masterwork quality steel armor. Obsidian I will always have a lot of, due to casting.
The herbalist+farmer is very important though. A level 5 herbalist will get a good number of plants from every bush, so I often don't embark with any food, and just harvest some on the spot, and then plant some strawberries. They grow year-round and have a good value. My embark points get spent on iron ore and flux, or tin, copper, and bismuth ore, which gets turned into equipment for soldiers. My first migrants become my manager/broker/stockkeepper and the rest become soldiers.