As someone who has played (and owns) most of the Mario games for the NES, SNES, N64, Gamecube, Wii, and Switch, I think my absolute favorite is still 1991's Super Mario World for the 16 bit Super Nintendo Entertainment System. I still remember seeing a sneak preview of the game in a video game magazine in 1990 or so. I was highly intrigued by the screen images of the game. The 16 bit graphics were a revelation. When I finally played the game in December 1991, I was blown away. Fun times and good memories. Two years later, in 1993, came Super Mario All-Stars for the SNES, consisting of SMB, SMB: The Lost Levels, SMB2 and SMB3, complete with 16 bit upgrades in the graphics and sound departments. Now, whenever I play these games, I play the All-Stars editions, not the 8 bit originals.
Interestingly enough, when the game was released in Japan, it went by the full title, Super Mario Bros. 4: Super Mario World. I wish they had kept that title for the U.S.