I liked NSMBWii the best due to multiplayer, which was never done before in the 2D mario games. And the fact that there hasnt been a home console 2D mario game since 1991.
I liked NSMB1 too because it was the 1st 2D mario game to be semi 3D. And it was a fresh idea.
I haven't played much NSMB2 at all.
And I liked NSMBU, but by then the New super mario bros series felt kinda old. It was just the same worlds over and over again (water, desert, snow etc). The worlds in this game at least had slight spins on them though. I still enjoyed the game, but it was starting to get repetitive for me.