I've just been exploring and heading to the mines as they show up on the map. Plus, I looked up a list of mines and the ores they contained online and it gave directions for them (if you're interested). I didn't use those directions, I decided to just explore until I hit a point where I can't do any smithing because I can't find any.
You can also equip a pickaxe and swing at it to mine the ore slightly faster then using it out of your inventory. You can even dual wield the pickaxes and go ape**** crazy on dat ore. --- San Francisco 49ers: 8-1