NSMB DS was the first real 2D Mario with tight controls (doesn't count Land or 6 Golden Coins) since SMW in 1991, so that was a great experience. Nowadays NSMBDS feels actually a little "buggy" if you play it after you played the later ones :P But it's still one of my favourites of the New's.
NSMB Wii had a little loose controls, not nearly as bad as Little Big Planet, but it just felt more realistic and less like Mario in my opinion... The level design was really bland as well.
NSMB 2 is the absolute worst of the bunch. No creativity whatsoever, except for some of the stages in level design. I mean, they reused the WHOLE soundtrack of the previous game! Except for the special world map themes, but they weren't anything special either :P
NSMB U is a little better, but it set my Mario fatigue in stone. I personally don't want another 2D Mario until late next gen at the earliest. Even then I think I'll be bored. At least they changed some of the assets, backgrounds and stuff.
NSLU is a whole lot more fresh than NSMB has been since DS. The controls feels more dangerous and more aimed at pro players.
Still NSMB DS is the best for me personally. How could Nintendo forget the terrific multiplayer in later games? I mean the co op is the whole point of U and Wii, but the small battle stages were really great with stars collecting. Reminds me a little bit of the MKDS days... Block Fort <3