I like any level that offers me challenge and that isn't repetitive, regardless of setting.
That's the problem with NSMBDS and NSMBWii. All have great settings, but they don't use the elements of that certain setting on the level itself to make it challenging, thus causing it to be repetitive.
snow like 5-1 BLIZZARD!! in yoshis island,and forest/jungle like Jade Jungle in Paper Mario and whatever gusty garden galaxy and yoshi star galaxy kind of level that is,and tropical levels like super mario sunshine