Here are my mine in no particular order:

1. Sunken Ghost Ship (SMW)
-Reminiscent of SMB3 airships, but underwater and better.

2. Lethal Lava Land (SM64)
-I love riding the Koopa shell.

3. World 3-2 (SML)
-I like the waterfall effects.

4. Honeyclimb Galaxy (SMG)
-I love how simple it is.

5. Noki Bay (SMS)
-Just beautiful.

6. Giant World Level 6 (SMB3)
-You can alternate between normal and giant.

7. World 8, Bowser's Castle (SMB:LL)
-Difficult.

8. Tall, Tall Mountain (SM64)
-Fun slide, monkeys etc.

9. World 4-2 (SMB2)
-Jump on Whales!

10. Dusty Dune Galaxy (SMG)
-Cool tornados, thwomps and pokeys.

What are your favourites?

SMB1: The underwater levels and the levels with flying bloopers.
SMB2 (Lost Levels): Hard to say. Haven't gotten far into it in a long time.
SMB2 (Doki Doki Panic): Also hard to say for the same reason, but the whale level stuck out to me, too. The ice level where things are flying straight at you is also very memorable, but too hard for me.
SMB3: World 1-4. Even though it's completely unnecessary to beat, I always make sure to play it. I love forced scrolling levels, especially ones full of moving platforms, and I like trying to get all the coins in this one. Also, the castle at the end of the first half of World 5. It has a very mysterious air to it, and I never expect another half of the world to be at the end of it! The forced scrolling level in World 5 is really good, too.
SMW: Sunken ship, of course. Bowser's castle. I sadly can't remember most of my other favorites... I need to replay this soon.
SML: The submarine level... need I say more?!
SML2: The outer space levels and Wario's castle.
SM64: All the Bowser levels, and Rainbow Ride.
SMS: All the abstract, FLUDD-less levels.
SMG: All the single-star levels.
In the 3D outings, these levels are the only ones that really felt "Mario-like" to me. That's not to say the rest are bad, just not as good.

If you like forced scrolling levels, I assume you like/ would like Yoshi's Island. there are some great ones, including a couple where the level doesn't force you in a direction as such, but giant chomps do.

I like the submarine level boss more than the plane ones as it's much easier.

I forgot the space levels in SML2, they were quite innovative.

I also generally preferred the non-FLUDD levels and was glad that they kept the same sort of style for some levels in Galaxy.

The dolphin level in SMW is also good.

Ah, I meant to list the dolphin level, too.
Yea, the scrolling Yoshi's Island levels are good. Overall, I think the game is good but not as amazing as the praise showered on it would indicate. I don't like how most levels are pretty long and require going in all sorts of directions to collect keys and whatnot to get to the end. To me, Mario is about running from point A to point B, so it is one of my least favorite Mario games.
Still, it is a good game in its own right, and they can't release it on VC soon enough.

Some of my favourites would be: Bob-Omb Battlefield, Rainbow Ride, Tick Tock Clock, Bowser in the Sky, all from 64.
Lots of World 5, lots of fortresses, and airships from SMB 3.
Castle's in SMW.

Eww, Noki Bay, that's probably my least favourite mario level, no offense.

None taken. I like 64 because there were often lots of ways of getting a star that wasn't the 'right' way, almost glitches sometimes. The example that comes to mind right now is Thwomp's fortress; instead of using the bird to get into the cage I used to try to fire Mario in using the cannon.

That's why I love 64, and am indifferent towards Galaxy. In 64 how have some much freedom in achieving goals, and getting places. In Galaxy the route to the star is almost always linear.

I think Galaxy gets away with such linear play because it is so innovative, but it will be interesting to see where the game is ranked in the series (in terms of quality) after a decade or so.

There is a kind of freedom to SMW as well, there are some different ways of getting to the end of the level, indeed, you can fly over most of the levels if you want to; it depends how challenging you want it to be. Despite being similar to SMW in many ways, I don't think SMB3 is as free. I think more linear play suits 2D platforming a lot more than 3D. If 3D platforming isn't an attempt to free the gamer of the constraints of 2D gaming, then what is it? In this way I think Galaxy is pehaps a step backwards in some respects (though still a great game IMO). Anyway, I prattle on...

My one complaint about Mario World is how ridiculously easy it becomes if you have the cape in most levels. I make it a rule not to fly unless necessary; otherwise, it just loses its fun.

I do appreciate how you can do things differently in 64, but that just makes it a different kind of game, not a better one. Linearity and Mario go hand in hand, so I actually liked that about Galaxy, especially in the shorter levels where they were fun to race through and cut corners as much as possible. My favorite ones in 64 were the Bowser levels, and those were quite linear. I would play them repeatedly just to see if I could find more corners to cut and get through it faster or with more finesse.

Yes, I think it's a matter of taste rather than quality; I like 64 but SMW has too much freedom for me and so I prefer SMB3.

With regards to cutting corners, that's partly what I'm talking about. I remember doing backflips on one of the Bowser stages to cut a large part of it out. With Galaxy I think there is less scope to do that sort of thing. You can't really cut corners in the Galaxy Bowser levels. I think N64 games were just less polished in some ways, so you could make your own way. You could see this in MK64, you could make your own shortcuts by dropping huge distances or even by glitches. In the GC and Wii versions however, anything not on the set track and you're brought back on the course.

But I digress, I think it will be interesting to see which direction the next Mario platformer will take.

I was always partial towards the levels in SMB3 where you could go off the screen and you'd end up on the other side. I think they have a couple in World 7. I don't know; those levels were always fun for me. The Arrow platforms were always kind of cool, too. I also liked all the pipes in that level because you didn't know where they were going. The entrance was on one screen and the exit was a few screens away, and not every pipe was good. Some would take you to a place you didn't want to go. I also liked how the screen would follow you while you when through the pipe. It was especially cool when the pipe did a loop. Good times...

I agree with World 7 - borrowing form Mario Arcade is never a bad idea.

I like any level where you can be swallowed whole by the big fish - classic, great tension. Best Mario death by far.

I like World 4 in Super Mario 2 (US)

Mario 64, I like Tall Mountain and the first Snow level

Mario Galaxy Gusty Garden, Sand World, Bubble Buoy, and Penguin Paradise, even though it is easy..

I think Super Mario Galexy - the last level.

Super Mario Sunshine- Pihanta Village

I think it's about time for me to break out Mario Sunshine and replay it. I loved that game, some fantastic levels throughout. Several levels in that game had a remarkable feeling of height once you ascended to their peaks. For me, climbing structures and trying to reach a higher point is more important for 3D Mario games than linear point A - point B will ever be. There have been fantastic "ascension" levels in all the games since Mario64, and they are generally some of my favorites.

(I forget the names)
M64 - the clock
Sunshine - Noki Bay
Galaxy - the one with the bowl-shaped planet of water and the tall tower anchored in the middle

the names:
Tick-Tock Clock
Buoy Base Galaxy

Ah, thank you

youre welcome

Rainbow Road - Super Mario 64
A magic carpet, an airborne castle in the clouds and you have one of the greatest levels in the series.

Gusty Garden Galaxy - Super Mario Galaxy
Flying on these flower puffs from planet to planet is fun, but shake the controller when the game tells you to or else... And let's not forget that music.

Good Egg Galaxy - Super Mario Galaxy
One of the earliest stages in the game but it perfectly shows how great Super Mario Galaxy really is. And that music is great, too.

Honeyhive Galaxy - Super Mario Galaxy
A giant forest stage with pretty water effects. It is full of bees, including a queen, which is one of the most beatifully designed characters in a video game with realistic fur effects.

Space Zone - Super Mario Land 2: Six Golden Coins
This is a series of levels situated on the moon, which comes with Mario wearing a space suit and little gravity.

There are probably more I can come up with but not right now.

You know those levels in every Mario game? I like those.

But if I had to choose some of my favorites...

Super Mario Bros. 3 - World 5-3
Super Mario 64 - Toss-up between Snowman's Land, Tick-Tock Clock, Rainbow Ride, Tall, Tall Mountain
Super Mario Sunshine - Pianta Village
Super Mario Galaxy - Toss-up between Good Egg Galaxy, Gusty Garden Galaxy, Toy Time Galaxy (My favorite Purple Coin Star)
Paper Mario - Shy Guy's Toy Box, Mt. Lavalava, Koopa Bros. Fortress
Paper Mario: The Thousand-Year Door - Glitzville, Keelhaul Key, Palace of Shadow
Super Paper Mario - Lineland Road, Floro Caverns, The Bitlands, Sammer Guy's Kingdom

There's a lot more....