You can:

Build and expand your base to include more cosmetic details.

Build mob farms.

Collect all the valuables and/or figurines

Build displays for the valuables and/or figurines

Build wood and other mechanized farms

Max out all your skills if you haven't already done so

Collect Legendary weapons and tools

Collect the godsend armor

Get every achievement

Make pixel art on the map with ingame pieces.

Continue exploring for fun

Clear out entire inner biomes and redesign them to whatever you want

Collect multiple different build sets

Set up portals at the boss arenas so you can fight them again

Decorate the boss arenas and around them to make it more scenic

Complete the holiday events

Kill the holiday bosses

Experiment with mods

Whatever else you want to do