Jaybud, simply put, all blocks that contain features are allocated by default.  If it's allocated, and you haven't designated a dig there, then there must be a feature in that block on that level.

I just found out that if you press "D" to go into the Depot Access view, you can tell which underground blocks have and have not been read into memory, and so you can more or less pinpoint feature like the chasm, magma, adamantine/pits, etc.  Blocks that have not been allocated will be shown as entirely "depot inaccessible" even though none of their tiles have been revealed, whereas blocks that have been allocated will properly display nothing in unrevealed tiles.

My technique for catching fire imps is to station a military dwarf (activated miner or woodcutter if necessary) right next to the pool at the point closest to a fire imp, then wait for the fire imp to start coming closer and assign the dwarf a few squares from the edge.  This way 1) the fire imp can't get a first strike in with its ranged attack and 2) the dwarf probably won't fall into the magma.  Then I just kill them one by one like that.  They are really weak as long as you get the first hit in.

If an imp is hanging out too far down or too far away, you can build floors on the magma, or you can just wait a while until it wanders closer to the edge.

I've never had much luck catching imps with traps.  Not sure why that was put in the wiki, but I guess the author had good luck at some point.  Maybe a magma vent that extends all the way to the surface would be another story, because I have seen fire imps climb out of those without being taunted.

Anyone have a mirror for the Mac version?

Edit:  Found this:  http://dffd.wimbli.com/file.php?id=561

It's not vanilla (a graphics pack is included) but appears to be the latest version.