I hope you don't mind but I'm going to talk about something that doesn't really involve beating things (so I'm going along with just the title). Paper Mario 2 had a ton of great funny moments for me. Such as playing the SMB levels with Bowser, reaching the entrance of the Boggly Tree before the bomb went off only to see two guys wasting more time and freaking me out, "I love you" x 100, the easy but very funny boss Doopliss, and probably most of all the entire level of Glitz Pit.
Now for accomplishments. Mario Sunshine had a ton of hard bonus levels that felt good to beat (I still have to beat a few more next time I rent this). Break the Targets in SSb was another toughie before. The Lost Levels drove me insane for a long time. I played SSBM forever to unlock secret characters and my mom got worried when she heard how long I left the game on. SMW and Special... you know what I mean. Yikes. 100 Super Jumps in SMRPG. Yowza. But after you beat all this stuff you feel pretty good (and stressed out).
In Super Mario 128, I had a lot of trouble trying to unlock Donkey Kong and E. Gadd, and also finding the hammer suit. Oh sorry... I keep forgetting that I went ahead in time while you guys haven't got there yet.
And let us not be weary in well doing: for in due season we shall reap, if we faint not.