I bring in my current one, particularly because it lets me get around the whole "no teleporting ores" problem. Bring the character to another world, even using the same seed, mine/gather the needed ores from nearby chests, stack them all into one chest, then pick it all up before loading my original world. Carrying over 1200 worth of ores? No problem! Being massively overloaded doesn't matter if you only have to walk a few meters to reach your chests/smelter/charcoal kiln.

Granted, it's absolutely cheesing the mechanics, since you're not depleting finite resources in your original world or having to do as much base building in the world(s) that you are depleting. At worst, you'll need a basic shack and a bed nearby as a respawn point, or even more minimally, a workbench and bed set up in a cave entrance. Or when I gather iron, I just log out from within a safe area of the crypt I'm farming. That sort of thing.

As such, I won't recommend it for everyone, since it definitely reduces much of the early resource gathering challenge in the game.