Any dwarf not doing anything should haul. This lets you turn hauling off of your more specialized dwarves so that they can focus at their task at hand.
Masonry and carpentry construction is also a good choice for migrant workers. Turn these skills on for all your peons, then make sure to set all of your workshops to require some existing level of skill. This prevents your unskilled dwarves from crafting, but allows them to construct walls, floors, etc. It's great fun watching a building go up in seconds with 50 unskilled dwarves rushing around placing walls.
Masonry is also good for carving blocks from stone. This allows you to stack them in bins, clearing up your stone excavated from mining. Set up a few masons' shops and tell them to repeatedly craft stone blocks. You may want to set the required skill level to none through some low level of skill. This means your master masons will focus on other crafts, and acts as a training program for masons, as once they've reached the required skill level they'll let another less skilled dwarf take over.
Stone smoothing is another great occupation for migrant workers. Smoothing large areas of your fortress is a great way to build wealth and keep people happy. Since smooth stone (as opposed to engraved stone) has no quality level, it's perfect for unskilled labor. Just be careful - increasing wealth like this can be unsustainable, as it attracts more migrants which you may not be ready for if all of your wealth is just smoothed floors.
Mining is a good occupation for migrant dwarves as well. Unskilled miners produce less stone while digging, meaning less hauling jobs and less stone to store or destroy. Just be sure to keep them away from valuable stone and ores.
Keep in mind that mining is a moodable skill (it can be the object of a strange mood.) Strange moods affect the dwarf's highest skill, so it's often wise to keep their mining skill below that of their other highest moodable skill. A legendary miner is nice, (they are great for mining ores and gems,) but having a dozen legendary miners and no legendary smiths or carpenters is a major bummer.
Lastly, make sure you keep training your militia. Having a strong army is essential to a fun Dwarf Fortress game. Yes you can wall yourself off completely but mastering the militia is one of the most challenging and rewarding parts of the game. There's way too much to go into here, but the wiki has an ≡article≡ on managing a military.