One of the things that I'm constantly having to redo in each new fortress is setup uniforms for my dwarves.  Things have changed a bit over the years, so this is for 34.11.  You should define your uniforms before creating any squads (it's just easier that way).

To get to the uniform creation: [m][n] - Military uniforms screen, then [c] to create a new uniform and [N] to name it.

Militia Basic - The basic militia uniform is simply crossbow + buckler that goes "over" clothing [r] and requires "exact" matches [m].  The idea here is that you create enough quivers, bolts, crossbows and bolts and shove your civilians into squads of 10 dwarves, but leave their schedule set to inactive/none year-round.  What will happen is that if any enemies show up while the dwarves are working, they will immediately unleash a volley of crossbow bolts at the enemy.  It won't be accurate fire, but 5-10 dwarves all shooting at something has good odds of killing a solo thief / snatcher.

Ammo for the basic civilian militia should be set to 300 bone bolts and 300 wooden bolts.  Don't waste metal ammo on your unskilled dwarves unless you are swimming in 3000+ bolts in your stockpiles.  Don't setup archery ranges unless you are willing to assign 500 bone and 500 wood bolts to each squad of 10 dwarves.  Even when set to inactive/none on the schedule, you will find that your dwarves slack off from their normal duties to go to the archery range.  So only allow 1 archery target per squad, which will minimize the issue.

Crossbows for civilians are best made out of bone/wood, using your highest skilled craftdwarf.  Quality matters for the crossbows, but material doesn't.  The material for the buckler is not that important, unless they are running up and bashing with the buckler.  So wood / leather / whatever will suffice to start.

Don't forget to make or buy enough quivers.

Flasks / waterskins are useful additions so the dwarves can carry around alcohol.  Backpacks are not useful and any militia squads should have their supplies [u] set to "Do not carry food".

Militia Intermediate - If you have a metal industry up and running, you can add a few metal items to go "over" their existing clothing. The metal type should be whatever armor metal you have lots of.  Steel is preferred, then iron / bronze / copper.  Other metals are not that great. You want to keep the weight down so that the dwarves aren't slowed down.

- Crossbow (any, wood/bone are about weight 1, steel is 3)
- Iron Buckler (weight 8, shields are 10, bucklers are better for crossbows)
- Iron Mail Shirt (weight 19, optional due to weight)
- Iron Helm (weight 7)
- Iron Gauntlets (weight 1 each)
- Iron High/Low Boots (weight 3 each)
 
At this point I start considering using silver / copper / iron bolts if I have a surplus of a particular metal.  These squads will still use wood/bone bolts as well.
 
Militia Advanced - Once your dwarves have trained up armor, or if you have dwarves "strong" or "very strong" characteristics, then you can assign them to a more advanced squad.  This is a better uniform, with better protection (almost a full armor set).  I usually also have a lot of leather, so I force one of the cloaks/hoods to be leather.

Greaves and breastplates are very heavy, so are the iron chain leggings.  You should probably skip those three unless you have very strong, very well trained armor users in your militia.

- iron breastplate (shaped, heavy, should be skipped)
- iron mail shirt
- leather tunic
- leather cloak
- cloak (any, you could have up to 6 cloaks total, but 2 is plenty, 3-4 for front line troops)
- iron helm (shaped)
- leather hood
- hood (any, you can have multiple hoods, 2 is plenty, 3-4 for front line troops)
- iron greaves (shaped, heavy, should be skipped)
- leather trousers
- iron gauntlets (shaped)
- leather gloves
- leather mittens
- iron high/low boots (shaped)
- socks
- iron buckler
- crossbow

Because that is a full set of armor, you can set it to "replace" their existing clothing without worrying about unhappy dwarves due to nakedess.