User blog comment:Jakester51/Wall of Flesh. HELP!/@comment-125.239.231.58-20130424005955

For the direction it travels in, the Wall of Flesh will always goes in the direction that will give you the most space until the edge of the world, e.g. if you are in the left half of the world the Wall of Flesh will appear to your left and travel to the right. As for fighting it I recommend using a ranged weapon, and building a long flat platform or using water walking potions will help you avoid lava and other obstacles.

Alternatively, just get a bunch of friends with decent gear in mutiplayer with you and beat the crap out of it.