Well, I'll take some of my favourite spots to my grave, but here are a few decent areas.
Copper - Darkshore (7 or seven deposits clustered at the northern end along the mountains) respawn fairly often.
Tin - Southshore (western mountains and a few near dalaran)
Iron/Mithril - Alterac (by far the best place now that noone is farming there) clear out the ogre mine, and the surrounding area, then run around the outside of alterac past the defias camps (more deposits in the foothills) come back south and check the yeti area to the west of alterac as there are more deposits there.
Thorium - More difficult, try Un'Goro, Winterspring and silithus (but don't bother with the large deposits here as they are almost always deep in the insect areas with lots of elites about)
Fel Iron - Now that the TBC rush is over I've been farming Hellfire peninsula, got to max mining in about 4 circuits of the edge and brought in a ton of ore and gems, well worth it.
Adamantite - Nagrand and Blades Edge seem to be the best bet so far
Khorium - you'll have to get that info from someone else!