Id love to see screenshots of your improbable fortresses.
I have a tendency to try and build in the most unlikely and often difficult places.
I usually search for the North most land, or North most forests, hottest regions, most evil, etc.
I admittedly suck at the game, and rarely last long, but this kind of challenge always feels so rewarding.
Seems to be a common scenario. I do recall my fort being slowly picked away from giant undead vultures once. That was Fun