Things you should know before choosing to become a Miner:

If your primary profession is either Blacksmithing or Engineering, Mining is practically a prerequisite. It is a great way to make money compared to some other professions. Unless you intend to take up Leatherworking, Mining is a good profession to consider. The only way to make large amounts of money through mining is by selling Arcane Crystals and Blood of the Mountain in the Auction House. Both of those items are extremely rare however, and you shouldn’t become a miner solely to farm them.

Locations of each type of normal Vein:

Copper - Alterac Mountains, Ashenvale, Darkshore, Desolace, Dun Morogh, Durotar, Duskwood, Elwynn Forest, Hillsbrad Foothills, Loch Modan, Mulgore, Redridge Mountains, Silverpine Forest, Stonetalon Mountains, The Barrens, Thousand Needles, Tirisfal Glades, Westfall, and Wetlands

Tin - Alterac Mountains, Arathi Highlands, Ashenvale, Darkshore, Desolace, Duskwood, Hillsbrad Foothills, Loch Modan, Redridge Mountains, Silverpine Forest, Stonetalon Mountains, Stranglethorn Vale, The Barrens, Thousand Needles, Westfall, and Wetlands

Iron - Alterac Mountains, Arathi Highlands, Ashenvale, Badlands, Blasted Lands, Desolace, Duskwood, Dustwallow Marsh, Feralas, Hillsbrad Foothills, Searing Gorge, Stonetalon Mountains, Stranglethorn Vale, Swamp of Sorrows, Tanaris, The Hinterlands, Thousand Needles, and Wetlands

Mithril Deposit - Alterac Mountains, Arathi Highlands, Azshara, Badlands, Blasted Lands, Burning Steppes, Desolace, Dustwallow Marsh, Eastern Plaguelands, Felwood, Feralas, Hillsbrad Foothills, Searing Gorge, Silithus, Stonetalon Mountains, Stranglethorn Vale, Swamp of Sorrows, Tanaris, The Hinterlands, Thousand Needles, Western Plaguelands, and Winterspring

Small Thorium Vein - Blasted Lands, Burning Steppes, Eastern Plaguelands, Felwood, Feralas, Searing Gorge, Silithus, Tanaris, The Hinterlands, Un’Goro Crater, Western Plaguelands, and Winterspring

Rich Thorium Vein - Azshara, Burning Steppes, Eastern Plaguelands, Silithus, Un’Goro Crater, Western Plaguelands, and Winterspring

Locations of each type of uncommon Vein: 

Silver - Alterac Mountains, Arathi Highlands, Ashenvale, Badlands, Darkshore, Desolace, Duskwood, Dustwallow Marsh, Feralas, Hillsbrad Foothills, Loch Modan, Redridge Mountains, Searing Gorge, Silverpine Forest, Stonetalon Mountains, Stranglethorn Vale, Swamp of Sorrows, Tanaris, The Barrens, The Hinterlands, Thousand Needles, Westfall, and Wetlands

Gold - Alterac Mountains, Arathi Highlands, Ashenvale, Azshara, Badlands, Blasted Lands, Burning Steppes, Desolace, Duskwood, Dustwallow Marsh, Eastern Plaguelands, Felwood, Feralas, Hillsbrad Foothills, Searing Gorge, Silithus, Stonetalon Mountains, Stranglethorn Vale, Swamp of Sorrows, Tanaris, The Hinterlands, Thousand Needles, Western Plaguelands, Wetlands, and Winterspring

Truesilver - Alterac Mountains, Arathi Highlands, Azshara, Badlands, Blasted Lands, Burning Steppes, Desolace, Dustwallow Marsh, Eastern Plaguelands, Felwood, Feralas, Searing Gorge, Silithus, Stonetalon Mountains, Stranglethorn Vale, Swamp of Sorrows, Tanaris, The Hinterlands, Un’Goro Crater, Western Plaguelands, and Winterspring

Location and Purpose of Special Veins:

Rethban Ore - Any Copper or Tin mine in Redridge Mountains will drop these randomly.

Rethban Ore’s for a quest given by Foreman Oslow, in Redridge Mountains. He should be located at the southeast side of Lakeshire. This isn’t really related to mining, since mobs will drop it just as frequently, but I added it by request.

Incendicite - Wetlands, in the cave directly north of Dun Algaz on the map.

Incendicite is the objective of the alliance quest Search for Incendicite, which is given to you by Pilot Stonegear in Dun Morogh.

Indurium - Inside Uldaman, in the various tunnels.

Indurium is the objective of the neutral quest Indurium Ore given by Pozzik at the race track in Thousand Needles.

Lesser Bloodstone - Arathi Highlands, in the northeast corner of the map.

Lesser Bloodstone Ore is the objective of the alliance quest Favor for Krazek, given by Krazek in Booty Bay.

Dark Iron - In Blackrock Depths and Molten Core, deposits can be found in any of the numerous caverns.

Dark Iron serves 2 purposes. You can either smelt it to create bars for any of the Blackrock Depths exclusive recipes, or you can turn it in to Lokhtos Darkbargainer in the bar in Blackrock Depths to increase your Thorium Brotherhood faction. When you get your Thorium Brotherhood faction to Honored and above, Lokhtos will sell you some really nice crafting recipes. Before you get too excited about that prospect, read the paragraph below about smelting Dark Iron Ore.

To create one Dark Iron Bar, you need 8 Dark Iron Ore, and you can only smelt Dark Iron at the Dark Forge, which is located near the portal to Molten Core. Before you can smelt it, you need to learn how to smelt Dark Iron Ore from Gloom’rel deep in Blackrock Depths in the 7 Ghosts room. He’ll teach you how to smelt it if you give him 20 Gold Bars, 10 Truesilver Bars, and 2 Star Rubies. You can only make items that require Dark Iron Bars at the Black Anvil, which is on the other side of the instance where Lord Incendius is located.