Undoubtedly this question has been asked numerous times. But good to keep on asking it I guess.
I haven't played a ton of Mario games and finished them, but there's been some fond memories along the way.
Me and my grandma used to play Super Mario Bros. 3 on the SNES back when I was younger. I also remember my cousin's playing a lot of Luigi's Mansion and Mario Sunshine back when they were first released too.
I wish I was able to play Super Mario 64 back when I was a kid. But I was more into Spyro and Playstation.
If I had to pick a favourite from what I've played and finished...(Super Mario Bros Wii & Odyssey.
It'd have to be Oddyssey. The game did so many things right.
(Huge fan of Mario Kart Wii and 8 too...play online constantly.)