All of them.
1. Metro Kingdom, the best realized platform jungle of the game, every bit of it makes for great use of Mario's beautiful moveset, making it the most fun Kingdom to traverse even with a lack of enemies to capture, is just that fun solely as Mario. Plus it has one of the greatest moments in videogame history.
2. Moon Kingdom, what a way to end the main game, the serene and epic surface of the moon with the lack of gravity for traversal, the blast of the caves with multiple enemie to capture as you make your way up to the chapel, the final duel and amazing finale, just really memorable both for platforming and story reasons.
3. Bowser Kingdom, really creative theme, is a tad linear in some sections, but it compensates with an excellent flow between sections.
4. Darker Side of the Moon, just a great big final level to finish up your adventure and that final climb with the main theme to the last power moon, beautiful.
5. Wooded Kingdom, just really like the atmosphere and the really fun vertical traversal of it all.