There are a few objectives I would like to see from sending mostly workers into the wilderness, with military along for the ride as guards. This is not the same thing as the military expeditions I have been reading about in the development log.
A lot of these ideas will probably end up waiting for the final implementation of wagons, although the current version seems adequate, with the exception of being able to build them myself. In the meantime, pack animals can also carry goods.
Example objectives:
0. Hunting expedition: Send some marksdwarves and a butcher to handle any edible animals that they shoot. Marksdwarves are also very good for defense, regardless of the nominal purpose of the expedition, so hunting along the way would be a useful feature and side project, but probably won't be the main purpose of most expeditions. It would also be handy for dealing with those annoying dwarves that want exotic meats.
1. Logging camp: I have used up a lot of the trees in my zone (or made the mistake of embarking on a site with a limited number), so I send woodcutters off the map to fetch some. This one was common in RL, especially when the logs could be sent home ahead of the loggers by floating them down a river.
2. Sand collection: I want more sand than the caravans are bringing, so I load up a wagon with food, booze, and empty bags, and send them to the desert where I know some will be available. There might also be a version for clay, but the interface displays areas that have it, so probably not necessary.
3. Scientific expedition: A Naturalist (scholar) wants to go somewhere to study the flora and fauna, and would like some guards. Maybe an herbalist to collect interesting plants and a mechanic to cage some of the beasts. The animal trainer may go along as well, or may stay at home and deal with what the expedition brings back.
Once ice becomes more useful, it would also be a valid target for these expeditions. Other ideas will probably come as the game develops.
All of these ideas also have a trading version, carrying trade goods to a permanent site in a relevant area. This version requires at least one trader, probably separate from the main broker, and the difficulty of training the Appraiser skill meals this part is very much luck-based.