Early on, I draft "promising" dwarves (otherwise useless or use-impaired immigrants with either military skills, good stats, or both) into standard-uniform squads (metal or archer, bugger leather armor), and set up a barracks where they can train while inactive. Once an entire squad has novice, assuming it's not a marksdwarf squad, it gets activated to train faster, and bugger the patrol duty thoughts: my fortresses (usually) have private bedrooms and good production values.
Active or no, squads are thrown at early dangers (read: any wildlife that dares interrupt a job), or used to mop up what cage traps leave behind until either magma industries or goblinite has fully geared them. proper (weapon)dwarves get put in new (weapon) squads, while junk recruits now become specific weapondwarves, especially Lashers.
Finally, I've caved in and start throwing melee squads into danger rooms: I may have sieges under control by thinning them with cage traps, but if I'm going to unseal the caverns and start to work on the FBs, I need dwarves who don't fail at training.
Incidentally, I'm planning to assuage my guilt over using a danger room in my latest fort by making it the ground floor of a kickass arena with grandstand seating and gem windows up top, including reserved seats for nobles, rather than a 1x4 box. Downside is that's gonna take a LOT of logs, mechanisms, and attachment-spears-to-lever time, so it might not be a practical danger room.