Start with mining and bombs in skull cavern, grabbing geodes as you go then take them straight to clint. While you're exploring the world use your hoe on those worm spots, they're everywhere and usually worth checking. Fish whenever you can with pirate profession for extra treasure chances and dont forget to trade omni geodes at the desert trader for artifact troves on sundays

For the really rare stuff, deeper skull cavern floors are your best bet especially for those prismatic shards but save your first one for the galaxy sword. Monster hunting helps too since some artifacts only come from specific enemies like those dwarf scrolls from dust sprites. The volcano's pretty useful once you unlock it, grab those archaeologist and generous enchantments for your tools makes everything way easier

Traveling cart shows up fridays and sundays, might have some museum pieces you need and remember to check the quarry with bombs now and then. If you see worm spots in the mountains forest or beach areas definitely worth hitting those up first since they tend to have better stuff