The closest thing I have to flying is spectre boots and a sandstorm in a ballon. I know I can equip a cloud in a bottle, but it's annoying to use. Is there a better option?
In addition to the other answers (gravitation potion and the bee mount), there are several other options that give you "pseudo-flying" abilities prior to hardmode.
Flying Carpet: An item that lets you float for a few seconds (kind of like Princess Peach in the Super Mario games). It also travels 50% faster than your base running speed, and any speed modifiers you have (from other accessories/prefixes) are applied to this boost. It can only be found in a pyramid in desert biomes, and only with a 33% chance.
Featherfall Potion: A buff potion which slows your falling speed. You can hold the up arrow key to slow your fall even more, or the down arrow key to fall at normal speed. While this potion is active, you will also jump much higher. As a final benefit, fall damage is negated completely while this potion is in effect. It is crafted with bottled water, daybloom, blinkroot, and a feather at a potion station.
Umbrella: This item is the exact same thing as a featherfall potion, with the only difference being that you have to hold them item in your active slot in order for it to take effect. For whatever reason, holding this item while using the flying carpet increases your flight time quite a bit.
Balloons: Balloons allow you to jump higher. That's it. Though that doesn't sound all that great, their real strength comes in the craftable items they are part of. Balloons can be combined with any of the "___ in a Bottle" items to make an item that boosts jump height and grants a double jump. Those items can in turn be crafted into the Bundle of Balloons, which is a single accessory that gives 3 total mid-air jumps, each of which have their height boosted. Definitely one of the best early-game air maneuverability items. Balloons can only be found in sky island chests or sky crates.
Frog Leg: Increases jump height dramatically (more than the balloon), increases the distance you can fall before taking damage, and enables "auto-jump" (just press and hold the jump button to jump automatically whenever you touch the ground). Though this item by itself isn't incredible, it harmonizes well with other air-maneuverability items, usually increasing flight time or jump height. Can be found by fishing.
Grappling Hooks don't really let you fly, but they are great for aerial maneuverability if you set up a platform arena ahead of time.
Shield of Cthulhu isn't actually a flight item, but it's special effect (double-tapping left or right makes you dash in that direction) is really good for dodging and it can be used in mid-air. It's a guaranteed drop from Eye of Cthulhu, but only in Expert mode.
I'd say gravity potion. There should be some if you explore around in chests, especially those on sky islands. But be careful using that, fall damage applies even during reversed gravity. Hitting a sky island going up will kill you too. Equiping a horseshoe will help keep you alive but cloud in bottle/ballon or spectre boots can do too if you activate it at the correct timing
In fact even in hard mode it is useful since it lets you ascend at speed equal to free fall.
The bee mount (Honeyed Goggles) work very well. You can get those as a rare drop from queen bee (5% and 11% in normal mode and expert mode respectively for PC, and 1% for console and mobile). It even outperforms many hardmode wings in flight time.