It sounds like, for now, that you would be challenged by trying a more difficult site.
The Waterfall embark site which is in another thread is challenging, but the lag might be too much for you to enjoy. I also have an arctic colony on that world but it would probably bore you since there is very little wildlife. However, it has an aquifer as well as a magma pipe and is quite challenging when combined with the plant mod that I use.
One world I am playing on was made in the LARGE model with the following seeds, which I got from the island thread. The tropical volcanic island I found was not small enough to be entirely isolated, but I only have Dwarves to trade with. I also do not seem to have any invasion, but there are skeletal fish in the ocean who apparently can walk on land as well as jaguars and the like.
[SEED:1255582336]
[HISTORY_SEED:992286784]
[NAME_SEED:1737441664]
To find a more difficult site, use the site-finder in the game and choose strange combinations. Deserts make water hard to manage, as do frozen sites. Rocky areas make it harder to get wood, needed for barrels, bins, and beds. Thus you end up balancing the need for beds with the need for booze. They also make aboveground farming more difficult, and, unless there is a soil layer below ground, make underground farming quite challenging because you have to flood some stone to make plots.
To make restarts less of a hassle, save a basic setup for your embarking party under some name that you can recognize. That way you won't have to redo the stats for the Dwarves every time. If you have some basic equipment or animals that you always take with you, save it with those also. For instance, I always have two picks, an axe, a rope, two cats and two dogs.
Don't be afraid to abandon a site that either bores you or is too fatal for your taste. The site-finder will only give you one site that meets your requirements, but if you settle there and abandon it, it will not choose that site again. You can keep looking for your perfectly fun site.
Edit:
I forgot to say, if you want to try different things with the same site, pause the game as soon as your group arrives. Save and exit. Go to the data/save folder and find your save. It will be region1 or some such. Make a copy of it, and rename it region1 Initial, or whatever means that to you. Also, you can rename the region folders to more meaningful things such as the name of your fortress so you can go back days later and remember which one is which. I have four right now. One is building road, hoping for the king's arrival (Bittersweetness). One is trying to decide how best to get through a two-layer aquifer with both freezing temperatures and magma at their disposal (Icywaters). One has just started building over an enormous river (Riverwalls). One is trying to build a pyramid on a tropical volcanic island (Hotcakes).
Remember, losing might not actually be fun, but starting a new colony is!
