For the longest of time, I've said Super Mario World.
My vote now goes to Super Mario Bros Wonder.
Top 5 favorite ones for me...
1. Super Mario Bros Wonder (NS)
2. Super Mario World (SNES/GBA)
3. Super Mario Bros 3 (NES/SNES/GBA)
4. Super Mario Land 2 Six Golden Coins (GB)
5. Super Mario Bros (NES/SNES/GB)