The Space Gun + Meteor Armor will carry you through the WoF fight pretty easily, Water Bolt is also an amazing weapon to have pre-hardmode.
Unfortunately the jump from PH to HM is especially hard on mage characters. Craft yourself a set of Jungle Armor, even if you wont use it during PH, you will want the extra mana and crit it provides starting out in HM, as the Space gun loses alot of its shine once WoF is dead.
I recommend getting a decent HM weapon asap, some good ones include The Crystal Serpent, Laser Rifle, Golden Shower, Frost Staff, Poison Staff, and Crystal Storm.
Going into the Mech bosses, try taking down the Twins first, as this'll let you craft a Magical Harp. one of the better mid-HM weapons. If you can't quite take the Twins, then use the weapons i listed above to take on the Destroyer instead, get yourself some extra health from Life fruit, maybe acquire a Unholy Trident, and try again.
Going from Mech to Plantera, the Harp is really all there is, every other good magic weapon is either acquirable before the mechs, or after beating Plantera.
After Plantera though, your choices REALLY open up. Post-Plantera tier is where all the cool Mage toys are. Plantera herself drops the Leaf Blower and Nettleburst.
The Golem (which if you can beat Plantera, you can beat Golem) drops the Heat Ray.
There are several very nice magic weapons to be found in the Post-Plantera Dungeon, Such as the Spectre Staff, Inferno Fork, or Magnet Sphere.
If you got a Hallowed Key, the Rainbow Gun is very nice.
Martian Invasion has the Laser Machine Gun and the Charged Blaster Cannon (CBC isn't all that great, but is freaking cool IMO)
Frost Moon h\as the Blizzard Staff and Razorpine.
Duke Fishron drops the Razorblade Typhoon, who's very fast homing projectiles make it on par with Celestial tier weapons.
In fact the only event which provides nothing interesting for theMage in late HM is the Pumpkin Moon, dropping only the dubious Bat Scepter.