Feralas
The Feralas zone is located in the south of the Kalimdor continent. To reach this zone, travel south from the Desolace or west from Thousand Needles. You will find iron deposits all along the edges of the zone, where the relatively flat land turns into a mountain chain. Move around the entire zone or a smaller section of it in a loop.
Western Plaguelands
The Western Plaguelands zone is located in the north of the Eastern Kingdoms continent. To reach this zone, travel east from Tirisfal Glades or north from the Hinterlands. Iron deposits in this zone are clustered all around the edges, similarly to Feralas; there is also a small clump of deposits in the center of the zone, between the Writhing Haunt and the Menders' Stead. Travel in a loop around the entire zone, including the small stretch of land that encircles the lake surrounding Scholomance; there are no deposits in Hearthglen, so avoid that area.
Desolace
The Desolace zone is located in the middle of the Kalimdor continent; to reach it, travel south from Stonetalon Mountains or north from Feralas. Although this zone has a higher amount of iron deposits than Western Plaguelands, the deposits are scattered all over the place; additionally, the zone has many geographical features such as mountains or lakes that you will have to travel around. If you have access to a flying mount, travel in a zig-zag pattern from north to south, covering the entire zone; otherwise, avoid this area.
Southern Barrens
The Southern Barrens zone is located in the middle of the Kalimdor continent; to reach it, travel north from Thousand Needles, east from Mulgore or west from Dustwallow Marsh. Although this zone has a smaller amount of iron deposits than others, the zone itself is quite small and the deposits themselves are often found in clusters, especially at the south end. If the only mount you have access to is a slow land mount or you are still on foot, travel around in a loop between the Ruins of Taurajo, Bael Modan and Razorfen Kraul, keeping as close as possible to the mountains at the edge of the zone.