About the ores, Cobalt appears near the surface, but in the caverns, aka 0ft underground and below. Mythril appears slightly above the lava transition, but it's really in between the adamantite and cobalt layers. Adamantite is found near hell, and assuming you have full cobalt equips, it should be much easier to acquire than mythril, where the armored and arrow skeletons mass spawn. You can skim through hell, just below the cavern lava layer to stay safe and avoid incredible amounts of damage (firebats are very weak once you're wearing cobalt), while scanning for adamantite.
I recommend going Leeroy Jenkins on the corruption, and start smashing altars like crazy until you've broken all the easily accessible altars. If you're on a reasonably large world, and you break every single altar you can find, you'll find Cobalt is as common as iron itself, or even much more common than iron if you broke a lot.
If you've got reasonably tough equipment, you should farm WoF for some accessories and weapons. One of the must haves from the WoF is the Clockwork Assault Rifle. It should easily outdo your minishark, while consuming only one ammo per burst (one burst = three shots). It should help you traverse hardmode.
Finally, if you're going to solo all the bosses, you'll need a full set of Adamantite equipment, take the melee-oriented helmet for it's massive defense boost, and get a ton of buff potions. The bosses are incredibly difficult, and you'll most likely die so many times, you're going to farm for souls to make the items required to summon the bosses again.
If you have plenty of Heart Statues, you can wire them up to pressure plates and forget about healing yourself with potions again.