I've found that if I'm on the 12th block from the bottom and dig horizontally a 3 x 3 shaft I find them with lots of digging. Be sure to bring a bucket of water. there's lava down there.
Sometimes it's fun to try to kill mobs with the bare essentials, though usually you don't mean to be caught by mobs unarmed. I ended up killing an Enraged Creeper with a fishing pole once when my friends and I were surprised at a wilderness outpost. :P
Yeah, they can be annoying. The usual strategy is to sprint in, hit 1-3 times and back out while it explodes, but I think standing on top of a wall and fishing the creeper into the air until it dies of fall damage was much more fun. :P
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