My favorite iron/mithril site is the Badlands - Lethlor Ravine and the canyons off the sides hold mithril, most of the mountains and rocks in the center have iron. There is even a forge in the center of the zone with a vendor so I can condense my load between circuits.
Steel is not mined, it is smelted from iron and coal.
Gold is a rare spawn of iron, and less often mithril. Any veins which might normally be iron may sometimes respawn as gold instead. Consequently there is no reliable way to farm for gold veins - just revisit all your iron and mithril sites, and sometimes they will be gold instead.