The answer to every question can be summed up as such
hah hubris eh, reminds me of the time i sent a war roc to kill the single undead goblin only to have the roc get stuck down in 3 hits. But your playing a risky (and FUN) game bro, from the sound of it many of your forts areas are exposed and you transverse them rather casually, and this is remedied by militarizing everyone. But undead tend to cause casualties no matter the equipment or training of the soldiers, and theres always the deadly dust forgotten beasts.
I always keep out of the caverns unless im getting wood and sometimes plants, or setting up traps for cavern creatures, the same applies above ground, but thats mostly because theres nothing i really need above ground (caverns have more colorful wood).
For the wild/enemy animals i catch, i cage most of them since i rarely have more than a couple idlers and everyone is too busy to butcher the animals. Young tame animals are also caged to improve fps, also because they cannot bred, and in evil surroundings, to protect them.
Oh and about architecture, i guess my playing style is drastically different than yours, everything i build must be functional in some way to help my fort's survival, or at least be very entertaining for me (i.e. poking chambers, magma slow-cookers, forgotten beast syndrome rot chambers). I also try to build to make everything as efficient as possible.
I dont like having a military, and only give strong war animals and armor to my important dwarves, but do not otherwise train them. I relay mainly on architecture and traps to defend my fort, and in a evil setting, where enemies may spawn inside your fortress, you want to be able to "control" this new danger easily and survive.
