Never played Sunshine, so can't say anything about that one.
As for the other three, my favorite is Mario64 followed by Mario Galaxy 2
My favorite worlds - well in Mario64 which is the one I know like the back of my hand, my favorite worlds include:
- Cool, Cool Mountain - ice slide, penguins
- Big Boo's Haunt - ghost mansion, 'nuff said
- Lethal Lava Land - going around the lava on the shell was just brilliant
- Shifting Sand Land - loved blowing off the top of the pyramid
- Wet-Dry World - loved how you got different starts depending on where in the painting you jumped and could change the water level
- Tall, Tall Mountain - loved the mountain slide (I love slides)
- Tiny-Huge Island - loved changing sizes all over the island
As for Super Mario Galaxy 2, I can't answer the question specifically because I haven't played it as much, but I enjoy it more than 1 because of playable Yoshi and I felt the levels had a lot more variation than with Galaxy 1