Every member of your military must wear an article of clothing dyed whatever color you have chosen for your group. Failure to do this will severely impair your militia's ability to represent.
It adds challenge along with looking really pimp.
Purple for extra added authenticity.
If there are any rocky mountainsides around, make you tag them with engravings.
This. More than anything else, this. Let those merchants and invaders know whose turf they are on.
If you wanna get into modding, see if you can whip up some wieldable gem encrusted canes for your nobles. I'm not sure if grills would be possible, though...
I just copied the 'mask' template in item_helm.txt, renamed to 'grill', changed material types to metal (like with helms) and added to the entity_default.txt for the dwarf civ. I can go into arena and equip my dorfs with grills as head armor.
edit: For realism you'd want to read up on the wiki and learn up on armor sizes and coverages and permits and all that to make them a little more realistic. For more style, leave them roughly the same armor level as a mask, on account of you get rep bonuses for going into battle wearing your grill.
Bonus points if you make all yours out of gold and encrust them with jewels.
Extra bonus points if you allow leather grills and equip all your military with FB Leather grills encrusted with diamonds...