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Typically i will follow caves leaving a breadcrumb trail of lights and make small mods to the landscape to give me simple walkways and see what i can find, no more than 3 blocks with but could be a long walkway. Alternative is if you have a main shaft/lift down and no caves off in some directions, dig a 2 high tunnel to fit through and just keep going until you find a new cave to explore, soon as i find one, mark the exit with two lights and clear around it so its easier to spot to get back.
Once i have iron i start making rack rails now and use the vertical 3x3 shaft Auto Excavator (note it digs up only), then install cargo lifts directly connected to the hoppers of the extractors on the material vein up to the surface, this way there is no need for making belts or fighting off mynocks, all belts are then on the surface, saves building huge underground tunnels and you can easily get some power to the Auto Excavator, you will need the power for the extractor anyway.
Using the holoview can help you find where you are, so make use of it, also certain blocks can be placed and are much easier to see on there, so you can use them as reference points to get back to a place if needed. Lifts show up well, but not all blocks show up, so test different ones to see what you like.
Otherwise its scan, walk, scan, walk, scan. If you can/have, unlock/use the colour mode on the scanner, lithium is a cyan colour (light sky blue), that can help a lot finding a hint, even if its behind a wall you never thought to dig through. Often once you found a vein you like, you can find an easier way back out, so your temp tunnels are just a one time use.
One thing i have done and that is mapped the grapple hook key to a side mouse key, this is a massive help in getting around much quicker as basically its your one saving grace from falling to your death. These days i can walk across a ceiling with it and going up and down walls is very easy... until you hit the likes of the cold cavern, then its panic time, lol.
If you don't have lithium ore to spare, you can macerate some spare conveyor belts until you have a few pieces to craft the lithium pings.
Personally I've not had to many issues with digging, the Auto Excavator has one useful feature, you can place it underground near where you think the storage hoppers and extractor will sit and without any power on it, it still shows the cutting shaft it will make, then go back to the surface and you can see where the exit will be. (up to 512m from AE)
If the exit is to high and going to be a problem later, power it and let it cut out the shaft, cap it over and make an under floor path from it into your production floor, typically i will have the surface as defence, first floor about 5-8 blocks below as the production floor and under that a second floor for cross conveyors, coal feeding lines and incoming ore/ingot belts from surface extractors/other cargo lifts.
Lately once getting induction charging (more lithium) and smelters means i'm now putting the induction charge on the top of the cargo lift 3x3 blocks, then on the top place the smelters, 3 or 5, then hoppers around the outside of the cargo shaft and conveyor the ores up, 3 or 5 belts to feed the smelter hoppers. Finally, one belt of ingots goes off to production, power pyros can be added on the edges of the induction charger no problem.
So long as everything is above -30 meters then its all good, many machines like pryos wont work below that level, having a nice clean defence surface is essential to knowing you have all quadrants defended the same, plus you will need space for folcars, garbage sorting, solar panels, etc etc.
I finally got 5 lithium bars from the macerator, so I now have an excavator to dig around to a lithium vein with much less manual work.
But not having an option for distant power transmission that doesn't force an offset from the attached block is also quite annoying. ie there's no option to orient a power transmitter vertically. Conduits from loading screens clearly do just that, but those are 2 way and also only much later in the game.
Power transmitters can be placed in any orientation, look at the surface you want it placed on and build, from there yes it will rotate in only one plane, but as there is no cost to removing and replacing means you can easily use a temp block or two to put them up, then attach to that temp block and remove any unnecessary blocks after.
Then you can easily make L type beams with two transmitters, i'm sure you can do this already, the world grid can be a pain when things are one block out, that's where a storage block can help, also gives you a point of powering up if needed, you get use to it as well as better at aligning your systems in time.
Getting the crystals is a massive help early on if you can find them, pyros are great on the surface and yep, carry a small setup later to tackle the worms, couple pyros, storage, enriched coal and a couple T2 turrets, soon kill them off, lol.