Jeez, having to choose between Super Mario Bros. 3, World and 64 was insanely hard. It's a good thing Yoshi's Island wasn't in there, becuase then it would have been even more difficult.
In the end, I went with SMB3. Though in truth, I'd have to say SMB3, SMW, 64, YI, SMRPG and Mario and Luigi: SSS are probably all tied for first. Hopefully Super Mario Galaxy will be joining that winner's circle withn the next few months...
Edit: LAME! I didn't see an ALL option! That would have been much more true for me than just picking SMB3. Oh well.