When your cards get banned, it's never a good feeling. However, in the case of the recent Splinter Twin banning, you still have options for your Scalding Tarns and Snapcaster Mages. There's no reason they should have to go to waste.
Modern is a weird format. It's large, but there are cards that are so good that they invalidate the other options. For example, you often start most red decks with four Lightning Bolts and go from there. A deck that wants four cheap, red removal spells won't often cut a Lightning Bolt for another similar card. Tarmogoyf also has a similar effect on the format.
In a way, Splinter Twin did that too. If you wanted to play a blue tempo-based deck in Modern, you could definitely try Delver of Secrets. Ultimately, you'd end up playing Splinter Twin, at least if you wanted the best chance to win. After the bannings, our U/R decks might not be as good as they used to be, but the Splinter Twin ban effectively unbanned several other cards that we now have reason to play with.
Thankfully, most of the cards in U/R Twin can be used to form other decks, such as this U/R Delver deck that went 5-0 in a Modern League. When Patrick Chapin was messing around with this archetype, he really liked Mishra's Bauble and the interaction it has with Abbot of Keral Keep, so that's something to keep in mind.
U/R Delver is only one of the many options available to you. There are also Grixis Control, Jeskai Control, and various other flavors of Delver. You could also play the exact same deck you used to, except with Kiki-Jiki, Mirror Breaker instead of Splinter Twin. Obviously it's not as good as it used to be, but that's kind of the point.