I think I may raise a military, it was one thing I was thinking about doing. I haven't played since I last posted, but so far I have two recruits standing guard at the draw bridge watching for thieves. What sort of weapons/armor should I make and give them? Also, how should I train them?
This fortress will probably get further then my other fail forts.
Best thing you can do is put up an Armor Stand at the door of your fortress and take your guards off-duty. They'll spar around the stand and any thief that comes by will most likely bump into them while they're training. You'll want to train them to Elite at least in wrestling (unarmed) and then they'll be tough enough to start training with weapons. Try to get a few extra military dwarves too, if you have too many idlers just doing nothing then your best hope for them would be to chuck them into the military.
As for the weapons themselves, wait until you can make Silver weapons to let your dwarfs spar with otherwise they'll kill each other (silver does 50% damage, perfect for sparring). You should really make Bone armor at a craftsdwarf's shop for them, atleast the helmets to prevent head damage which is permanent and annoying. Buy shields from the merchants, super important. Dwarves with shields are usually safe dwarfs (unless you forget to equip them, like I did with my champions yesterday).
Finally, DON'T USE SPEARS. Spears claim more dwarves in sparring accidents then any other weapon because when an accident does happen, no matter what the spear is made out of, it's usually piercing and inflicts damage on the lungs, heart, or neck. This is the same reasons bolts and arrows are a pain in the ass.
Finally if you have obsidian on the map, make Rock Short Swords. They do damage equivalent to loving Steel swords (133%!!), and if you have a legendary stonecrafter you can mass produce these super swords and kit them on your dwarves whenever there's an invasion happening. Make sure you don't let them spar with them though or they'll chop their heads off.