Since I saw the thread on the results of using a Danger Room for training, I thought I would add what I've collected !!science!!-wise without cluttering up his thread with non-Danger-Room information.

On my current fortress I drafted four migrants from the first migrant wave and set them to training. When they were on their way to pick up their gear I noted their starting martial skills. The flaw in my !!science!! is that I forgot to note their attributes before I started training them, so I'm not sure who's gained what as far as strength, agility, etc.
As of 3 Galena 126 they had: - Eral Amithlikot, Speardwarf (Militia Commander)
- Novice Armor User, Fighter, Kicker, Dodger, Observer
- Mebzuth Ushatmingkil, Speardwarf
- Novice Armor User, Fighter Kicker, Dodger, Observer
- Inod Kacothfikod, Speardwarf
- Litast Shembekar, Speardwarf
- Competent Swordsdwarf, Shield User, Armor User, Fighter, Dodger, Observer
After a few months of training just inside the outer wall of my fortress, I checked their skills again.
As of 3 Granite 127: - Eral Amithlikot, Speardwarf (Militia Commander)
- Skilled Dodger, Student, Concentration
- Competent Fighter
- Adequate Speardwarf, Shield User, Kicker, Teacher
- Novice Armor User, Organizer, Observer
- Dabbling Wrestler, Striker, Leader
- Mebzuth Ushatmingkil, Speardwarf
- Competent Dodger, Student, Concentration
- Adequate Speardwarf, Fighter, Kicker
- Novice Shield User, Armor User (rusty), Observer, Teacher
- Dabbling Wrestler, Biter, Striker, Organizer, Leader
- Inod Kacothfikod, Speardwarf
- Skilled Fighter
- Competent Dodger, Student, Concentration
- Adequate Speardwarf, Shield User
- Novice Teacher
- Dabbling Wrestler, Striker, Organizer, Observer, Leader
- Litast Shembekar, Speardwarf
- Skilled Shield User, Dodger, Teacher
- Proficient Fighter
- Competent Swordsdwarf, Armor User, Observer
- Adequate Speardwarf, Kicker, Student, Concentration
- Novice Organizer
- Dabbling Wrestler, Biter, Striker
They started with just wooden shield and training spear. Nothing else but their civilian clothing.
On 26 Opal 126 a honey badger ran right over the bridge, into the courtyard, and then enraged. The dwarves put him down rapidly with their training spears (started by breaking a back leg, and proceeded to poke and pummle it into unconsciousness in very short order, as the battle was over on 27 Opal).
On 6 Granite 127 they were issued leather armor (leather armor, cap, gloves, leggings and high boots), as well as iron spears and iron helms. From this point on they trained with live weapons and armor.
On 25 Felsite 127 the elven ambush from the civ we are at war with showed up -- 15 bow elves and a sword elf on a war lion. These four proceeded to kill the lion (in a single stab to the back of the head, just after making the sword elf dodge into my unfortunately empty moat), and six of the fifteen bow elves before the rest ran off. They sustained no hits at all, dodging one or two arrows, and blocking all of the rest with ease (one dwarf even dodged back, then blocked the arrow he had just dodged).
My training setup consided of: 1) build wooden chest and designate as a barracks; 2) create new squad, assign uniform; 3) assign four dwarves to the squad. I didn't even bother changing the minimum number to train from 10 for this.
To me, this shows that while danger rooms work, so does standard training if you follow the few limitations I self-imposed (single weapon squad and train in group of four).