I'm not certain if its suggested yet, but as I often start 5-10 times at different spots on the worldmap before actually playing, its a bit nuisance that you have to allocate, relocate, test around, fiddle around, all the same 'stuff' everytime you restart.
The suggestion no.1:
Set new default embark option, pref with option to set name of the embark. The saving would save stats allocated, not the names of the inhabitants. Only so that the people you've set with whatever stats start with them. Also would save the equipment you've picked, with of course the civilization randoms, ie for wood or metals. If you pick a civ that don't have access to steel for example, the save would pick item closest to it. Like steel battle axe gets swapped to iron halberd and so on.
The suggestion no.2:
Ability to 'paint' your starting characters' labor options before starting the game. Ie change the 'stat' levels to similiarly:
1. not enabled (0)
2. enabled (1)
3. novice ->
The suggestion no.3:
Already suggested, but ability to take more different kinds of items with you than what you can get. Like the furniture suggested by someone else.
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non embark:
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The suggestion no.4:
Change in how equipment is handled. Soldiering window especially. Instead of being able to select what type to use, it would bring up similiar menu to the Z -> Stocks; where you could select what to wear in head, what to have in arm. Sort of soldier's inventory with meat/fish/cheese/powder replaced with 'Head', 'Shoulders', 'Back', 'Belt' and so on. There it would list all available items in the storage currently.
The soldier taking the items would then have them assigned to him until dead or taken away. Maybe even so that if he had a room, he would store items there when not in soldiering mode.
In the soldiering tab of the basic view, where there were those 'quick keys', they should still be there. Maybe even so that you could customize them. Just that you'd also have more specific customization options. One soldiering tab addition would be nice, and it would be similiar skill slider to workshop profile, just that you could limit that soldiers maximum equipment level there. Ie only superior, or below superior quality. And also you should be able to set maximum metal level. Ie rookie wouldn't pick up steel mace, but would be limited to bronze only.
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If you're wanting a new noble, here's a suggestion for him:
'Quartermaster'
- Arrives/can be set when you've crafted enough armors and weapons (both types)
- Unhappy thoughts when dwarves take weapons/armors from the storage not assigned to them (ie if kobolds steal, or tantrum dwarf messes around in the storage)
- Controls the more defined soldier armoring/arming
*related option*
Zones paint tool/stockpile options would now allow you to set certain storages to be foreseered (?) by the quartermaster. Dwarves wouldn't have 'free access' to these stockpiles anymore. Also they couldn't access them unless the quartermaster is there.
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While I was writing this, I was thinking of the warfare and came up with military noble.
At the start, the expedition leader is the military head of the expedition. He has nothing special yet however. Maybe 'field leader' or such tag. When you've drafted enough soldiers (with soldiering skill, recruits wouldn't count to prevent useless abuse of it) his title changes and according to his title, he would have larger area of effect. Everyone on his commanding area would be fearless and maybe even have some bonus to fighting depending on how good the leader is.
If we're thinking of 200 maximum population, the noble effect could be similiar to it:
1-10 soldiers = no title
11-40 = Brigadier Captain (small 10x10 area)
41-80 = Brigadier Major (small 20x20 area)
81-125 = Brigadier General (medium 50x50 area)
126-175 = Regime General (medium 100x100 area or such)
175+ = Regime Commander (large, everything else)
*note: Those titles are just random ideas, I have no idea how 'true' they could be, nor how fitting they would be for dwarves 
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Thoughts?
