Shadow Orb

It drifts rather than flies, so any real movement leaves it trailing and you spend a moment in the dark before it catches up or gives up and teleports to you. Holding up or down pulls it to sit above or below you instead, which is the only steering it has and does close the gap a little quicker. In a straight tunnel that is enough. On wings it is hopeless.

Breaking corruption orbs is the obvious route, but the roll is not generous, and chasing it means breaking more of them than you meant to and calling the Eater of Worlds down on yourself. Fishing corrupt crates gives you the same odds with none of that, and you can do it while waiting on something else. Crimson worlds get the heart version instead, which behaves the same way.

The purple glow is fixed no matter what dye you use, so a dye only changes the sprite. Twilight makes the ball itself nearly vanish and leaves you with the light and nothing following you around, which is what most people actually want out of it. Reflective gold restores the older look if you played back when it had one.