If you like building bases, build bases. I think it's a no brainer to take a forge with you to the swamp so you can get iron buckler, iron mace, iron nails and sail back in a longship. Personally, I like having all my mats in one spot so when you get all that cool stuff after moder I'll make a new main in the plains but really don't see the need to have a base in every biome up to that.