SMB3 is still my favorite video game ever. It had solid levels, a ton of variety in the environments and power-ups, and basically took everything great about the original and improved and expanded upon it significantly.
SMW is the runner-up to me, as though it also has great level design as well as a lot of secrets to explore and the ability to replay finished levels, it also has less variety than SMB3 with its environments and power-ups, and it feels easier in general, mainly because the cape spin attack is ridiculously OP and the game is even more generous with 1-Ups than SMB3 (which itself was way more generous than the original).
After that, I rank them as follows:
All of those games are in my all-time Top 50. I never played the original NSMB or New Super Luigi and only played through part of NSMB2, so I can't rank them.