I've done entirely-constructed forts before; they take forever, unfortunately, especially if you insist on making them entirely out of blocks, and take a great deal of personal attention, especially if you want chambers more than 20 tiles on a side on a z-level as it means you can't just designate the whole thing at once.
Currently, however, I'm doing a fort where I have minimal below-ground structure, and am making a trio of cast-obsidian towers connected by bridges every few levels. Obsidian casting is still slow, particularly to get it started since you have to dig down to the magma sea to find half of your components, but I think it's faster, and certainly gets you higher-quality stuff in the longer term. My towers are 13 z-levels tall right now, and have been growing by about 2 levels per year since year 3 or so (I'd have to check my backups to know when the first level was cast).
I find the most entertaining forts for me to play are the ones where I have an interesting shape in mind from the beginning. My favorite fort that I've ever made consisted of a series of pillars hanging in wide open space and connected by catwalks. I still like looking at that fort; the open spaces make it look nicer and less cluttered than many of my other projects. Even once the fort proper was done, though, I wasn't finished, because there was still ground below the pillars, so I dug a great chasm that went straight down to the magma sea, walling off the caverns as I passed them, so now there's an I think ~30 z-level pit below the lowest level of the actual fort. I've also toyed with forts with a lake in their center, of water or magma, but I've not found a design I liked yet.