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40d:Moat
The term "moat" refers to a defensive channel that may or may not be filled with water or magma. There is no structure called a moat, but any channel defensively placed to block invaders can be considered one.
Such a channel prevents the passage of any creature traveling on foot. Those who can swim will cross water, and fliers will be able to cross both water and lava.
Such a channel is a simple technique to prevent a goblin siege from entering your fortress. However, in the winter water moats can freeze, allowing foot traffic across the ice. Following that, we conclude that an empty moat is stronger defensively than a moat full of water, since fewer creatures can cross it. However, one could also argue that while creatures knocked into an empty moat will be unharmed, those knocked into a full one will drown. Additionally, the ice can easily be mined away. Another more elaborate method would be pumping the water out before winter and back in before spring.
Following this train of thought, a magma-filled moat is the deadliest: It does not solidify in the winter and it instantly kills all that fall in. That could, however, be a serious disadvantage. Twould be lovely to have your champion hammerdwarf, who's good friends with all of the best warriors, skillfully dodge a goblin, get fried, and send the fort into tantrums.
If you wish to combine safety and offensive value, consider a channel lined with your favorite traps.