All are good. I never really got into Super Mario Bros 3 so that's my personal least favourite, though I'll credit it for moving the series forwards brilliantly.
Super Mario Bros 1, though simple, was iconic, innovative and a game I got plenty of enjoyment from. Perhaps the Japanese Super Mario Bros 2 would objectively be the worst because it was basically SMB1 with new levels.
Out of the most commonly hated in the series. SMB2 (western version) is one of my most played games in my life and I loved its larger more elaborate level design ad the physics of picking up and throwing baddies at each other. I would have loved to have seen a super mario world 3 on the snes which advanced SMB2 gameplay the way the SMW advanced on SMB3 gameplay. I also love Sunshine. Sunshine had camera issues, but I think it's typically low rating is in part due to it's difficulty. It had challenging jumps, slippy surfaces, baddies who'd hinder your manoeuvring in various ways, large confusing levels and tricky controls. It felt like a game designed for people who 100%ed Mario 64 and were ready for the next challenge.