With Mario Odyssey fast approaching (in just four months!), I thought it would be a nice time to reminisce about our favorite levels in Mario games.
Here are some of my faves.
SMB3 - W8-2
This is the second of the Angry Sun levels and I enjoyed these quite a bit. There's no enemy quite like this in the other 2D Mario games so it's fun and challenging to have a couple levels in (the amazing) SMB3 dedicated to evading this fiery foe.
Super Mario 64 - Big Penguin Race
For some reason I always thought it was the Mother Penguin you race in this level but I guess my Mario lore knowledge is not what I thought it was as this is evidently a different penguin per Mario Wiki. Anyway, I think this level is memorably special between the music, the fairly early example of a platformer race in 3D space, and just the general frenzy of excitement that comes with playing this particular level. One of my faves in SM64 for sure. I've got the music stuck in my head now.
SMG - Various
I can't pick just one level from this game.
Bee Mario is the first transformation you're introduced to in the game and it is a significant departure from any other 3D Mario power-up -- IIRC, it is the first anthropomorphic power-up in a 3D Mario game. In the vein of the SMB3 Tanooki and Frog power-ups, this transformation allows you a set of bee-like abilities, including adherence to all things honey and limited flight. (It's also adorable.) Taking flight for the first time as Bee Mario is very memorable to me in this game.
I also like the Boo Mario power-up a lot. (I know there was a level where you outrun some Boos in a Crash Bandicoot-style level but maybe that is in SMG2. I don't recall if you even use the Boo power-up in that one, though.) I remember the Luigi and the Haunted Mansion level being very fun and them highlight being Boo Mario's introduction.
I previously featured Gearmo in my thread Great video game composters that went missing in action. This minigame was very difficult and all too satisfying to complete. There is a hint in the level design but I think I missed it when we originally played the game.
If you are naturally adept at upside-down 2D platforming this level may have been a cakewalk for you, but for myself (and some others from what I've read online) Dreadnought Galaxy's Battlestation's Purple Coins level is obscenely difficult, the most difficult in the game in fact. I have fond memories of playing this level into the late hours of the night with my wife (then girlfriend) in our college dorm room, bleary eyed and practically delirious from dozens and dozens (and more dozens) of retries. It was super satisfying to complete, though.
Some of the more gimmick-heavy levels in SMG are oft-maligned, and while I am absolutely awful at the Manta Ray levels I really like the rolling ball levels a lot, and Rolling Gizmo was the second and more difficult of these in the first game.
Luigi's Purple Coins in Toy Time Galaxy is one of the last stars, if not the last star, that we obtained in SMG. The platforming I just found to be especially tricky and put pure platforming skills to the test as much as anything else in the game. Very fun level.
NSMB Wii 8-7
We recently revisited NSMBW to get the Star Coins and in doing so unlocked W9, and on our way through this replay got any secret exits we missed. We had to look some up. It was a treat coming upon this Spine Coaster level, though. This is one of my favorite level gimmicks from the NSMB games and it was neat to see its origins here as I hadn't realized it was created in this entry. Its implementation in this level was exciting and fun, providing the adrenaline-filled feeling of riding a coaster through a platformer with plenty of tricky jumps, especially for Star Coins. The Spine Coaster levels in later games are also great.
SMG2 - Hot-Stepping Dash Pepper and Cosmic Clone Wall Jumpers
I remember this level just being fun insanity as you loop de loop with Yoshi at top speed.
The utter frenzy of cosmic clones chasing you as you wall jump on alternatingly disappearing walls is just delicious chaos
NSMBU - Run For It
This level, part of Superstar Road, provides fast-paced platforming designed around use of P Switches. It almost feels like a precursor to the concise and difficult levels in NSLU. I remember it taking me a whole lot of tries.
SM3DW - Blast Block Skyway
EBF's favorite Mario level gimmick, in one of its harder forms. Delightfully tricky level. I still can't beat Champion's Road as of the last time I tried so I don't feel like I can call it a fave yet.
Here are some of my faves.
SMB3 - W8-2

This is the second of the Angry Sun levels and I enjoyed these quite a bit. There's no enemy quite like this in the other 2D Mario games so it's fun and challenging to have a couple levels in (the amazing) SMB3 dedicated to evading this fiery foe.
Super Mario 64 - Big Penguin Race

For some reason I always thought it was the Mother Penguin you race in this level but I guess my Mario lore knowledge is not what I thought it was as this is evidently a different penguin per Mario Wiki. Anyway, I think this level is memorably special between the music, the fairly early example of a platformer race in 3D space, and just the general frenzy of excitement that comes with playing this particular level. One of my faves in SM64 for sure. I've got the music stuck in my head now.
SMG - Various
I can't pick just one level from this game.

Bee Mario is the first transformation you're introduced to in the game and it is a significant departure from any other 3D Mario power-up -- IIRC, it is the first anthropomorphic power-up in a 3D Mario game. In the vein of the SMB3 Tanooki and Frog power-ups, this transformation allows you a set of bee-like abilities, including adherence to all things honey and limited flight. (It's also adorable.) Taking flight for the first time as Bee Mario is very memorable to me in this game.

I also like the Boo Mario power-up a lot. (I know there was a level where you outrun some Boos in a Crash Bandicoot-style level but maybe that is in SMG2. I don't recall if you even use the Boo power-up in that one, though.) I remember the Luigi and the Haunted Mansion level being very fun and them highlight being Boo Mario's introduction.
I previously featured Gearmo in my thread Great video game composters that went missing in action. This minigame was very difficult and all too satisfying to complete. There is a hint in the level design but I think I missed it when we originally played the game.

If you are naturally adept at upside-down 2D platforming this level may have been a cakewalk for you, but for myself (and some others from what I've read online) Dreadnought Galaxy's Battlestation's Purple Coins level is obscenely difficult, the most difficult in the game in fact. I have fond memories of playing this level into the late hours of the night with my wife (then girlfriend) in our college dorm room, bleary eyed and practically delirious from dozens and dozens (and more dozens) of retries. It was super satisfying to complete, though.
Some of the more gimmick-heavy levels in SMG are oft-maligned, and while I am absolutely awful at the Manta Ray levels I really like the rolling ball levels a lot, and Rolling Gizmo was the second and more difficult of these in the first game.

Luigi's Purple Coins in Toy Time Galaxy is one of the last stars, if not the last star, that we obtained in SMG. The platforming I just found to be especially tricky and put pure platforming skills to the test as much as anything else in the game. Very fun level.
NSMB Wii 8-7

We recently revisited NSMBW to get the Star Coins and in doing so unlocked W9, and on our way through this replay got any secret exits we missed. We had to look some up. It was a treat coming upon this Spine Coaster level, though. This is one of my favorite level gimmicks from the NSMB games and it was neat to see its origins here as I hadn't realized it was created in this entry. Its implementation in this level was exciting and fun, providing the adrenaline-filled feeling of riding a coaster through a platformer with plenty of tricky jumps, especially for Star Coins. The Spine Coaster levels in later games are also great.
SMG2 - Hot-Stepping Dash Pepper and Cosmic Clone Wall Jumpers

I remember this level just being fun insanity as you loop de loop with Yoshi at top speed.
The utter frenzy of cosmic clones chasing you as you wall jump on alternatingly disappearing walls is just delicious chaos
NSMBU - Run For It

This level, part of Superstar Road, provides fast-paced platforming designed around use of P Switches. It almost feels like a precursor to the concise and difficult levels in NSLU. I remember it taking me a whole lot of tries.
SM3DW - Blast Block Skyway

EBF's favorite Mario level gimmick, in one of its harder forms. Delightfully tricky level. I still can't beat Champion's Road as of the last time I tried so I don't feel like I can call it a fave yet.