How to find magma in Dwarf Fortress

What's a good way to find magma in Dwarf Fortress v0.31.08 (or thereabouts)? (Preferably without cheating.) I know if I dig straight down I'll eventually find some, but I usually wind up breaking into an underground cave with unfriendly creatures and I'd like to avoid that. Also, I'd like it to be a little closer to the surface so I don't have to build some kind of insanely large pump stack to move the magma up to a useful level.

Should magma like this be available on most maps or is it highly dependent on embark location? Should I look 20 levels down and dig a grid? 40 levels?

Solution 1:

Look for a volcano on the embark map - in ASCII mode it's represented by red caret character.

Solution 2:

Magma is always available deep, but it can also be found near the surface on some maps. Unfortunately you cannot use the site finder to find magma features in the current version.