If you're planning to make a long trip, setting up teleporters is important. Fine wood, greydwarf eyes, and surtling cores. Have some in your base, and bring materials to craft one if you plan to make another base at a distant location, like close to distant boss altars. Before you find out the hard way, certain items can't go through portals, like metal ores and ingots.

I generally find that a blunt weapon and bow/arrow work fine in most cases. Whatever is resistant to arrows is probably susceptible to getting bonked, and vice versa. And you typically also carry an axe with you, so that can work as a slashing weapon.

And having a good small shield that you're skilled at parrying with will make combat much smoother. Wait for the enemy to attack, parry it, which will cause it to stagger and leave it open for some double damage crit hits.