I am not yet a sufficiently good player of the game that I need to make it any harder on myself than I already have.
I already have trouble dealing with even small ambushes - mostly because I try to push for a full steelworking industry, and it takes too long, rather than finding a suitable solution before that.
Learn some fun ideas for traps or make up your own ideas. cage traps are very efficient but ultimately rather boring.
my latest trap is one i got from the wiki.
I've built a spiral of walls, dug a 5 Z lvls deep spiral-shaped pit under the walkway of the spiral, and then covered the hole with bridges.
almost at the center of the spiral i left one tile un-channeled and placed a pressure plate linked to all those bridges.
in the center of the spiral is a chained animal (usually a kitten. that'll put them to
some use at least)
at the bottom of the pit i have upright spears in a spiral =)
now when the goblins/kobold/whatever try to enter the fortress, they will suddenly hear a meow from inside the weird building and get that unstoppable urge of mutilating a kitten.
I actually found an ambush AFTER they had fallen down the pit. got a bloody surprise when i was gonna pick up the trash from the earlier spotted ambush when i found a few more unconcious goblins in there. "An ambush! Curse them!" turns out they had already been cursed =D