Shadow Scale

The Eater of Worlds is the only source, so every scale you own came out of a boss fight. Plan for several kills instead of one. Summoning the fight again is cheap once you have a supply of rotten chunks and vile powder, and the worm itself is more of a chore than a threat if you dig a long flat corridor first and just keep running.

Demand is front loaded. Shadow armor and the Nightmare Pickaxe take most of an early pile, and the pickaxe should come first because it is what opens Hellstone and everything the Underworld gates behind it. Much later the Void Bag pulls another chunk out of storage, so resist selling the leftovers the moment you think you are finished.

A Corruption world will never produce the Crimson equivalent naturally. If a recipe wants the other material, shimmer is the way across.