The Twins are best fought with Ranged weaponry, although projectile Melee weapons are also good. The tried and true method for killing the Twins is using a Megashark with Crystal Bullets to maximize damage, as well as some Ichor if you have a Crimson world or don't mind getting materials from other worlds to knock off a good portion of their defense.
Also, use a bunch of buff potions (Lifeforce, Endurance, Ironskin, Swiftness, Regeneration, etc).