Murphmario
Retinazer
With the three Warp Whistles, you can go from World 2 to World 8 without playing any worlds in-between!
Correction: You can get the two Warp Whistles in World 1, use one, then use another while you're at the warp zone, then you're at World 8. So you can basically get to the last world of the game from the first.
And this is a good game, don't get me wrong, but I have always preferred Super Mario World over this game. And the first version of this game I've ever played is the All-Stars version (A.K.A. the version that was used in SMBX) on the original SNES.