This game is dangerously time consuming. I've taken to "colonising" a relatively small area by building satellite house/mines within sight of each other. I eventually plan on connecting them all via an underground railway just as soon as I can mine about a million tons of iron...in the mean time I've stated a huge building project that will almost certainly never get finished; a glass dome about 60 blocks in diameter, the intent being to divide the interior between desert, forest, crop and water environments. I've already built a skylight protected arboretum in my main mansion for easy firewood production (coal is way to sparse for the kind of volume I have in mind) and there's no shortage of sand in the vicinity so it'll just be a matter of time.
I've already dug and 8x8 skylighted mineshaft down to the bedrock and will begin to create some horizontal shafts off of it, but right now I'm hurting for coal so badly I'm having to recycle torches like crazy.