My personal favorite is the 'fortress behind a waterfall' bit. It takes a minute to set up, though, so you're going to want to embark in a biome that doesn't freeze in winter. And, of course, somewhere you have several z-levels of waterfall(but not too many, still lags the shit out of me if they're too high).

Dig yourself a tunnel underneath the bed of the river leading towards the cliff face so the water can continue into the larger river. Put some stairs near the mouth of this tunnel so any dwarfs caught in it when you flood it can escape. I recommend building the tunnel horizontally across the river bed three tiles wide, then expanding to five tiles to make room for the water. Leave a space between the river bed and the expanded tunnel for flood gates. Install the flood gates and link them to a lever. Make sure they open and close.

Now, above the river, centered on your 3-tile wide tunnel, build up stairs next to the river, down stairs above that, and then stone floor that spans the width of the river. I recommend stone blocks for this because they're easier to haul. When this is done, open your flood gates. Deconstruct the down stair. Then deconstruct the up stair. The floor will collapse and punch a hole in the river bed into your tunnel beneath it. The river will drain into the tunnel and the waterfall will shortly disappear. Now's your time to build.

At the top of the waterfall, at the same z-level as the river bed, build a retracting bridge. This one is to extend the waterfall over the bridge your dwarfs are going to use to enter the fortress. The next z-level or two down(you're going to have to tunnel from your side of the waterfall to reach it) build a bridge that raises to towards the side your fortress will be on. You might need to do some clever floor building to reach the opposite side first since you're going to have to dig out a small tunnel in order to anchor the bridge.

Once both bridges are done, link them to a lever inside your fortress. Once they're linked, raise the floodgates to return the river to its normal state. You now have a waterfall right at the entrance of your fort that all your dorfs are going to pass(plus you can turn it on and off with the original lever), along with a lever that will seal that entrance, making it impossible to reach, while at the same time allowing the waterfall to drop back into its original place, as though your fortress isn't even there.