I have an underground area here, mostly stockpiles and offices, but also a proper great hall for whoever the eventual baron will be, and a cathedral for the religion. I'm trying to build up in this one though for the living quarters and day to day stuff, should be an interesting change of pace.
ETA: The sieges are usually dependent on how much wealth you export from your fortress, so if you don't get traders, then that makes sense. If you DO get traders and want to get attacked, trade a bunch of lavishly prepared meals.