Create a "Checkpoint"
If you are far away from your spawn point and don't want to lose your progress, just reset your spawn to nearby.
Never dig straight down, you'll trap yourself and make it hard to get back out.
Once you find a cave fully explore it and mine anything of value, it's quick and easy.
Keep It Lit Up
Mobs will only spawn in the dark, so keep your house lit up to avoid them spawning nearby.
Use the Best
Don't waste your time mining always use your best pickaxe.