This is impossible. I'll comment on every course. But hey, don't let my post influence how other people post in this thread.
Bob-omb Battlefield: Fun, that nice "homey" feeling, the first time running up the mountain is always memorable. Pretty good.
Whomp's Fortress: Another good course.
Jolly Roger Bay: Although I think of this as a short course, it's memorable for the soothing music and trying to get over the fear of getting close to Unagi the eel. One day when I had a fever, I thought that playing in a cool course would be more healthy than going to Bowser in the Fire World, so I chose this. Seemed to help a little. So, good course again, but not as much to do as in the previous two courses.
Cool, Cool Mountain: This one gets a meh from me. I only play it for the penguin slide and jumping off a slope to land in Mama Penguin's spot 50 feet below. Baby penguin was cute at first. Until I kept losing the pipsqueak.
Big Boo's Haunt: Meh. The first time I played it, I had no idea what to do to progress. Even when I knew, it was something of a chore to get through the course. But the background for the level (the night and those gnarled trees in silhouette, all behind the high fence bordering the course) still rocks.
Hazy Maze Cave: Good. But jumping around without falling is something of a problem for me. And I used to run through the polluted maze as fast as I could. Dory's cute, but she's a moron when trying to control her.
Lethal Lava Land: Didn't like this one because it was easy to fall into the lava, but it was pretty varied throughout. I remember the top half of the area inside the volcano as being particularly treacherous, so that bumps it up a little.
Shifting Sand Land: Great, I really liked this one. One, it's awesome to just go anywhere using the Wing Cap or a shell. Jump kicking the vulture is a favorite pasttime of mine. Inside the pyramid is a lot of cool stuff. Only thing that detracts from it is that the quicksand inside the pyramid is really hard to jump out of for some reason. Hardest part is undoubtedly getting those red coins inside the pyramid, because it's more a leap of faith than anything else. Hey, am I the only one who, after turning around at the start to go fetch that 1UP, tried to see how far I could go in that direction before I slid into the quicksand?
Dire, Dire Docks: Meh. Short, and managing the maze of moving poles got annoying. And I find it very difficult to follow the manta ray. The only part I really liked was Bowser's sub. Imagine my disappointment when it went away.
Snowman's Land: I don't remember being overly fond of this level. I remember it more for losing my hat and freezing in the water though.
Wet-Dry World: Great level, lots of stuff to do, the different water levels mix things up. To this day, getting the star at the top of the area in that hidden-off area (you have to go past the black mesh wall in the corner to access the hidden-off area) is something that takes me forever to do because I keep forgetting how to get to the top level. It's also a personal favorite of mine ever since I saw that "Got Milk?" commercial where Mario keeps smashing his face into a block because he's not jumping high enough. What made that commercial even better was that you didn't need to know the game to understand and enjoy it - If you don't drink milk, you can't get up onto that high block that's sitting there mocking you. Drink milk, grow big and strong, and you can get up there with ease. Love the warped Mario music too. Oh, and I just realized they're playing with Rumble Paks in the controllers - I thought only Japan had a Rumble Pak version of the game.
Tall, Tall Mountain - Lots of stuff to do. You knew intuitively that there was going to be a Star at the top of the mountain, so that's probably the first thing you did. Great course.
Tiny-Huge Mountain - The huge and small dynamic add a lot to this course. Merely jumping up to the top of the level while big is one thing. The long trek to get to the top while small is even better. I remember laughing when I turned big and squashed Koopa the Quick with a hop. More enjoyable than Shifting Sand Land.
Tick-Tock Clock - This is my favorite out of all of them because no matter how many times I try it, it's always a challenge to get to the top. I've tried doing it on stop, slow, normal, and fast. I bet it's possible to get to the top with everything going fast. I also did a few unusual things of my own on this course. One, I simply dropped down from above to the star in the alcove (where you normally have to stand on the moving hand and wait until it gets to the alcove). Another was standing underneath the conveyor belt with the Thwomp on it (leads to I think Star 4... one of the final three stars anyway), and then getting on top of the conveyor belt from there using nothing but wall kicks. It was very difficult for me to do, but I knew it was possible, and eventually I did it. I have yet to wall-kick my way to the top of the castle where Yoshi is though.
Rainbow Ride - Conversely, I hated this course because it's so easy to fall to the great beyond. And the first time I played it, I got that feeling of "wow, how on Earth am I going to get to the different places". I remember trying to leap onto the top of a few things lying out in the middle of nowhere, sometimes I succeeded, sometimes not. Getting that star with the inverted pyramids is incredibly difficult though.
Bowser in the Dark World - Pretty good for a Bowser level. Twists and turns everywhere, your first time navigating the seesaws and leaping onto the arches overhead... oh, and your first time being on that thin edge to get a red coin, then jumping from there back onto a seesaw.
Bowser in the Fire Sea - I used to hate this, but it's not too hard to get through this course anymore. I don't really like it since it's just an obstacle course, but a few times I've tried landing right on the fringes of the pools of lava to see if I could walk across them. No luck. Then I see a speed walkthrough of someone flying through the stage right along the fringe of the pool, which was a thing of beauty.
Bowser in the Sky - Meh. But a speed walkthrough makes me realize just how much of this course can simply be skipped if you knew in advance where each platform was.
Looks like my favorite course is Tick Tock Clock, followed by either Wet Dry World or Tiny-Huge Mountain.