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The real issue with walled areas outside is flying creatures and climbing enemies/creatures (most things tbh). They'll either just fly over them or climb over them.
You need to roof it over by building floors over the whole area on the next level above to be safe from flying creatures.
For climbing enemies, they can't climb on the underside of something, so your second (or higher) level should overhang by one tile to stop them from climbing past the top.
It's standard practice to put fortifications around the outer edge of the top floor so that your marksdwarves can shoot from there without the enemy being able to reach them.
Just remember, the top level needs a roof (floors covering the floor above the top).
For the gates to the fortress, it's standard to use a drawbridge (set to RAISE in the correct direction) connected to a lever instead of a door. Building destroyers can't break those down, whereas they'll go straight through non-artefact doors. Just raise the drawbridge when a siege comes and you'll be safe.
Obviously, make sure to get everyone inside the fortress before you close it up against the enemy.
I just want to add, do not jut out a wall and then carve fortifications, I just learned the hard way that if you carve fortifications it seems to allow enemies to then scale them if they are one title away from the wall below them. I would guess the justification is there are fortifications carved into the floor as well.
I lost a fort to this.
I've never had issues with just two "open air" tiles distance (and generally go for three), but don't mind learning fail-proofing against skilled jumpers.
But generally walls are 100% safe.