Earthen walls will keep wild animals out. Because they are indestructible they are the best defensive measure in the game, but they can be costly in that it requires a fair amount of stone to construct them. Another cheaper option is to dig a trench on the outside of your walls. Make the trench at least 1.5 times your height and it is advisable to dig it far enough away from your wall that the reach of a troll cannot make contact with it. Surprisingly it does not take a very deep trench to trap even a troll.