Warp Zone Cannons

ign.com:

In some worlds, there are cannons you can access (usually through taking secret exits). When you enter the cannon area, there will be a large cannon in the area, and a world number written below it. If you want to warp, simply drop into the cannon and off you go! Here is a list of the known warp zones thus far:

World 5 Warp #1: Take the secret exit from the World 1 Tower.

World 5 Warp #2: Take the secret exit from Stage 2-A.

World 6 Warp: Take the secret exit from the World 3 Ghost House.

World 7 Warp: Take the secret exit from the World 4 Ghost House.

World 8 Warp: Take the secret exit from the World 5 Ghost House.

House-ploitation

ign.com:

First, each time you get to a boss stage, return to world 1. Play the first stage once through, getting all the power ups but the giant mushroom (you are forced to only be super mario at the end of the level if you gat it, without the fireballs). Instead, beat it and jump on the flag pole when the last two digits of the clock are either 66, 55, or 44. This way, a toad house with extra lives will appear. Repeat this until you have many, many lives to spare.

To cheese the bosses, play through one more time (without getting the big mushroom) and end when the last two digits of the clock say 99, 88, or 77. This will make a toad house with the giant mushroom powerup appear. It will replace whatever else you already have. Finally, go to the stage with your newly equipped giant mushroom, fireballs, and lives. Play through it, but don’t use your giant mushroom yet.

When you get to whatever boss you are playing, immediately activate the giant mushroom. Now you can defeat the boss just by touching him! I don’t know if the big mushroom will kill all bosses, but for most bosses, this works.

Warp from World 1 to World 5

about.com:

Go to the tower in World 1 with the Blue Shell power-up. Go to the first pipe that shoots you up into the air. On your way back down, go in the gold door. There will be a lot of randomly moving platforms. On the right, there is a gap that always stays the same size. Go through it and you will see three blocks. Use the Blue Shell ability to break them all, then break the last three. Go to the right and finish the level to unlock the World 1 Warp Cannon, which will shoot you to World 5.