Sooo, you want the game to be harder?
Lets start:
-No plump helmets!
-Pop cap 20, but leave child cap. This means, that the only way to increase your workforce is making sure the kids survive 15 years.
-No stone fall, cage and weapon traps
-Use a random number generator to determine your embark grid size and starting region.
If its still to easy for you and/or you lack imagination:
-Start inside a goblin tower
-On embark, bring nothing! No skills, no items, no animals. (You can suvive, cause you have 3 logs from that wagon). Now do the same on a haunted map!
-Settle in the desert/on a glacier
-Settle inside a circular chasm.
-Catch a GCS and start producing silk clothes
-Try to free the poor saps in the HFS
-Tame fish!
-Pump a magma pipe dry and build inside it
-Capture megabeasts and then setup arena fights with them.
-Try t survive on hunting/fishing and just ignore farming altogether.
There are many possibilities. And often enough the correct starting location can spice up the game. (Remember, zombie elephants charging your wagon on the 2nd granite of 1050 is not really considered spicing up)
Edit: Most of the fun comes from making new and interesting discoveries, like: I had a fort, where I built a HUUUUGE magma storage on the maps surface. The idea was to build a spiral, which traders and gobbos have to pass, before they reach my entrance. And in the even of a siege, I would simply wait till they are in the spiral, raise the drawbridge open the magma storage and a giant magma wave would clean the spiral from unwanted guests.
Due to an earlier accident, where I discovered that stone bridges are not magma proof, I decided to built a new iron bridge to seal my fort from the soon to come magma wave. The bridge was not finished when: A bronze collosus arrived.
No problem, order all dwarves inside and wait till he walks into a cage trap. He did not walk into a cage trap. Instead he went fort the floodgate that sealed off the magma storage
When I realized that I ordered dwarves outside again, hoping they could either finish the bridge and link it to a lever in time, or finish the emergency wall off. They did not. Instead I had lava flowing down my main stairs and horribly burning all my dwarves 
That day I learned, that It might be a good idea, to secure liquid reliant doomsday devices with fortifications. I also learned, that building an emergency lever to halt the magma pumps can be a smart idea.
[ May 15, 2008: Message edited by: Goblin Dragoon 085 ]