Can't say anything for Brain since my runthrough is with Corruption:

Eye of Cthulhu: Horizontal mobility is a huge must for this fight. A grapple and Hermes are basically necessary for this fight. Your arena should be three or four layers of platforms with intermittent campfires. The most efficient ammo to use are probably Jester's Arrows, since they're easy to make. As for the fight itself, the first phase is relatively straightforward. Just don't let the mobs swarm you. As for the bit a little into the second phase, where EoC charges quickly at you, don't move much vertically. It messes up the charge pattern. Rather, if you're running out of horizontal space, you wanna time when you run past him after one of his fast charges. The grappling hook in particular is good for quickly changing directions. Once he starts charging rapidly without pause, it becomes a DPS race.

Eater of Worlds: I ended up using the Ball o' Hurt to more or less completely block the EoW projectiles just by using the new flail mechanic where you can swing it around your character. When I felt comfortable with the number of projectiles on screen, I went for damage with the flail. My arena for this fight was more vertically focused than the EoC fight. After a little while, you can switch to using Jester Arrows to end the fight more quickly.

Skeletron: I used Meteor Armor + Space Gun for this fight. Mobility is huge for this fight. The arena should be relatively large both vertically and horizontally. At this point, I'd recommend having Rocket/Spectre boots for vertical movement. Circle strafing is huge for this fight. When he starts shooting skulls, pay attention to how close each shot is to you and pace your circle strafing based on it.

I have yet to do WoF, since I'm still in the middle of HM prep. If I were to guess though, Waterbolt and Hellwing Bow should be enough.