3-4?

2-4, Mushroom-3, and... one of the castles. The one that has you being chased by a giant spiked ball the whole time.

Why?

There's a quick and easy way to get 30,000 on just 3-4. It's what I used to get a million coins pretty quickly.

Get the x2 multiplyer on the flagpole then immediately kill yourself in the second level (3-4 is in the Flower Pack). The game will add your coin total and ask if you want to try again. ^_^

Holy cranberries.

No, nothing like that. My run looked more like this (but with a different final level):

I tend to finish 2-4 at about 3,000 to 3100 depending on how well I pull off a certain bit, and I get more coins initially with the power star than he does, but otherwise our runs for the first two levels look very similar.