I can never seem to get much of a challenge out of DF; I have some troubles initially, but most of that is due to having a high number of jobs and a low number of dwarves (though if I picked more dangerous areas I might have a bit more trouble). Once I get enough immigrants, I have a massive army, a just big enough to not annoy the nobles guard force, and a ton of small "apartments." Most of my dwarves are either crafters of some kind, or brewers.

Generally my fortress will wind up looking like this with 80 population (non-noble):

5 miners.
20 military dwarves, mostly marksmen.
8 Fortress Guard.
4 Royal Guard. Most of the guard guys are injured.
15 brewers/farmers/cooks, generally multi'd with misc hauling.
One tanner.
One clothesmaker.
A couple woodcutters, generally multi'd with carpentry.
One guy in charge of all the weapon and armor making.
Three guys working on keeping the armor/weapons supplied with bars and fuel.
5 bonecrafters for arrows.
Three to five engineers/masons, a degree of mix and match with those.
The rest are misc odd-jobs that aren't ever really necessary, like gem crafters or engravers.

I'm looking for a mod that ups the general difficulty of the game, not just the combat; getting sieged on the first year isn't particularly hard to overcome by massing traps or, god forbid, getting your dwarves up to proficient in military skills when they would usually be mining out your next years worth of workshops and bedrooms.

The problem (which will hopefully be alleviated when beer stops being made into food, if it hasn't already; I haven't played in a couple months) is that resource management is too easy. You are pretty much guaranteed to never run out of resources during the early years when your fortress needs to venture outside and rely on caravans for goodies, and by the time that you are self sufficient, the sieges reach their (rather low) high point. Then you have a self sufficient fortress and the sieges start to get much weaker, so it's generally a boring wait session; the only real problem might be running out of bones to train your marksdwarves. So a mod where actually keeping everybody well fed and making enough gear for your military dwarves would help, but the game would probably be a lot tougher if I couldn't make beer biscuits or make alcohol without water.