Super Mario World.
From there,
Super Mario Bros
Super Mario Bros 3
Super Mario 64
Super Mario Bros 2
I stop caring after this point.
Super Mario Bros.
Super Mario 2
Super Mario 3
Super Mario 64
Mario Sunshine
Super Mario Land 1-3 (GAMEBOY)
Super Mario World (SNES)
Super Mario World 2 Yoshi's Island
Paper Mario (N64)
Super Mario RPG (SNES)
OTHER
Super Mario World.
From there,
Super Mario Bros
Super Mario Bros 3
Super Mario 64
Super Mario Bros 2
I stop caring after this point.
My own personal favorites are Sunshine and 64. I'd say "best" is between 64 and Mario Bros 3. The SNES remastered version on the All Stars pack, that is.
Ha-how is Super Mario World not winning this? That game is fucking perfect.
I'm a bit surprised that Mario Bros isn't available to be chosen. Anyway, as of 2004 (when the question was asked), the best Mario game was Super Mario Bros 3. Eleven years later, though, it's still Super Mario Bros 3. Seriously, the game is the tits.