Sandgun

Ordinary sand makes it a strong pre-Hardmode gun with a lobbed shot you have to lead. Load Ebonsand, Crimsand or Pearlsand instead and the projectiles pierce, which hands you genuine crowd control at a point in the game where almost nothing else offers it. That is the version worth building around. It also picks up the ranged bonus from a Shroomite Helmet later on, which is unusual for a weapon firing non standard ammo. Unreal is the best modifier on paper.

A sand ball that lands turns into a real sand block wherever it stopped, which in a corridor means slowly burying yourself over the course of a fight. Shots that come down on an already occupied tile simply vanish, and ones that stop in midair fall like any other sand. Sand landing on a sapling or Minecart Track breaks into item form instead of placing, and a ball that lands on a statue knocks the statue loose as an item.

Fight from above. Shooting down at enemies from a ledge means the sand falls past you rather than onto you, and a Featherfall Potion buys more air time to keep doing it. If you have to fight on the ground, floor the area with Torches, minecart track and coin piles first, since sand landing on any of those breaks instead of stacking up.

Evil and hallowed sand spread their biomes onto grass, and once the world crosses into Hardmode they convert stone, sand and ice as well. Handy if you wanted a controlled patch of that biome anyway, a real problem if you only wanted the piercing. If your world never grew an evil desert, Vile or Vicious Powder will make the sand for you.

The Wall of Flesh is the standout, since that fight forces you to keep running forward and away from your own debris, and piercing sand catches The Hungry and the wall itself on the same shot.

With ammo conservation gear it produces more sand than it consumes. Stand under a low ceiling next to a torch, fire so the sand hits the ceiling and drops onto the torch, and the blocks break and get collected as fast as you can hold the button down. Reforging for attack speed with Rapid or Frenzying beats Unreal for this one job. Hitting the torch directly destroys the sand outright, so the bounce off the ceiling is the whole trick.