Generally, I try to keep 1 character linked with 1 world. I prefer keeping Corruption and Crimson separate and experiencing them both in 2 separate playthroughs with different characters.
However, if I'm having trouble finding an accessory that I believe is necessary (The Aglet for example which is very difficult for me to find normally, and is required for the Lighting Boots) I will create a "Stock world" just so I can get this accessory for my character. As well as other things like Flippers, Muramasa, Colbalt Shield, Dark Lance which have a chance of not being in a world on world generation. Other loot Isn't as important to me such as the Star Fury or Lava Charm. If I find them, I'm happy, but I won't go too far out of my way to search for specific accessories like them by creating new worlds to find them.