Absolutely Super Mario World. The secrets are amazing. And it’s one of the only video games I am at least competent at playing.
2nd place is Super Mario 3.
Are you a fan of any other Mario games? The frustratingly long and frequent cut scenes and the gameplay that couldn’t decide if it was an rpg or a platformer killed this game for me. I absolutely hated Super Paper Mario.
As the oddball my favorite has always been Super Mario 2 (US). But if we go by games that were Mario games in Japan then I have to go with World.
Fun, colorful, good music . . . way too damn hard. The few people I knew who claimed to beat it when we were kids admitted after we grew up that they were lying.
If you include Kart, Kart wins.
I dunno; as a kid, I thought Mario World was much easier than, e.g., Mario 3. In fact, Mario World was the first Mario game I actually beat. Of course, both seem ridiculously easy now (on so many levels, you can just fly over everything, and they’re all so much shorter than I remembered). Even most of the Special World levels, which had impressed upon me as a child as the pinnacle of difficulty, are nothing much now.
Well I did beat it. With and without warps. And demonstrated it to people who didn’t believe me. I really liked the ending music too. 
I can’t speak for him but I was assuming Cisco was talking about SMB2 being hard…I’d say that it’s definitely harder than SMW, which, as you say, is actually pretty easy.
Yes, I meant SMB2 aka Doki Doki Panic. I believe, starting with World, the Mario games got a lot easier and have continued to be almost “can’t fail.” That’s ok with me (mostly) because they’ve also gotten a lot longer.
I will make the observation that SMW was the first Mario game where you could save your progress. The ability able to save makes a huge difference on the challange.
Oh, yeah, in that case, I agree; I actually didn’t beat SMB2 for the first time until college (and that was using warps).
And, yeah, saving and other factors have made Mario games significantly less challenging ever since the SNES, which is a tad bit disappointing. But, in a sense, that’s also encouraged new design philosophies such as “Don’t just get to the end of this level without dying; return to it several times and try to find all the secrets” which I am all in favor of.
Super Mario 2, followed closely by Super Mario World. then Super Mario Land 2 (Game Boy). I was actually not very good at Super Mario 2 as a kid, but it was lots of fun to play.
Super Mario 2 was unbeatable? Nah, it was a hell of a lot harder than the other ones, but I’ve beaten it a few times (without warps). And my mom has finished it, too. 
My favorite is Super Mario World. First videogame I played as it came with the SNES I got for Christmas. My mom and I spent a lot of time finishing it.
Super Mario All Stars is a compilation of all the previous games, including Lost Levels, in a “save your progress” mode. That’s where I played SM2 and all the other ones.
My second favorite is Super Mario 3. Then Super Mario 2 and Lost Levels. I prefer it to the original. Lost Levels is just a bit harder than the original, and IMHO, more fun.
If including Game Boys, I have to say that my third game overall would be Mario Land 2 instead of SM2. Best of all is that I can still play it in my GBA.
I haven’t played any Mario game after SNES. Mario’s Time Machine was a joke.
You’re the only person ever to describe TLL as “just a bit harder”. It was so much harder they didn’t even bother to release it in the US.
It was released, just not as SMB2, which it was in Japan. It was released as The Lost Levels. The story I remember hearing was that it was too similar to SMB1 and they wanted to rush a new Mario game for Christmas so they re-skinned Doki Doki Panic. I heard that story at least 15 years ago though from god knows who so I don’t know how accurate it is.
No, it wasn’t. They came up with the Lost Levels name when they put it on the Super Mario All-Stars cartridge (and I assume the Virtual Console version is labelled that way too).
See here.
Wait-- You’re saying it was released in the US as The Lost Levels? :eek:
I think the point is that the NES version was never released. However, it was released on the SNES and GBC, though not as a standalone. The only difference in gameplay is the inclusion of saves (which only changes the difficulty by eliminating the frustration of having to replay the same sections over and over. Heck, it’s the reason I never finished a NES Mario game.)
Oh, and my favorites are the Super Mario Land series, with 1 barely beating 2. Mario 3 is a close third, because I love all the powerups. I’m glad they came back in Mario Galaxy (which I haven’t played yet.) But I’d like to see a game return all the powerups, just for fun.
Mario 3 slightly ahead of World.
I just like the level design a bit more in 3.
What BigT said. In Japan, the game released under the name SMB 2 was basically an expansion of SMB 1 with the difficulty turned way up. Nintendo didn’t think American and European players would appreciate the increased difficulty (I don’t know what they based this on, though I’d guess playtesting) so they decided not to release it here.
Of course, they had to do something to cash in on the first game’s success, so they took a Japanese third-party game called Doki Doki Panic and replaced the sprites for the game’s four playable characters with Mario, Luigi, Peach and Toadstool, and slapped the SMB 2 label on it. The game that was labeled as SMB 2 in Japan didn’t see the light of day elsewhere, until…
…Nintendo decided to release “remastered” versions of all the NES Mario games on a single SNES cartridge, as Super Mario All-Stars. Since non-Japanese gamers knew SMB 2 as the Doki Doki Panic-based game, they had to come up with a new name for the game known in Japan as SMB 2. Since it was basically the same as the first game, they just called it Super Mario Brothers: the Lost Levels.