Oh god, I started out in a pretty damn good place with 5 different biomes. It was on a cliff side with a brook down on base level, a volcano, and probably Adamantine stashed up somewhere. There was also Hematite (iron source) visible on the map.
But then, my wagon's drop off location was not exactly great. 3 screens down was a loving resident Bronze Colossus hanging around on top of a towering hill, watching. Resident megabeasts are named and bug out as [TAME] for some reason so they never trigger traps, meaning that Caging it would have been impossible. I also didn't have the squad of legendary militia I needed to deal with it. It was barred from the base Z level where the brook was by un-slopped rock walls, so if I covered my tracks by digging downwards and then digging a moat to keep the damn thing from rampaging through the fortress then I'd be safe I figure.
Well, I was safe from it, but it yelled at the dwarves outside constantly and interrupted everyone's work until the fortress became a mess and everyone starved :(