Here's how to zip through Super Mario World and get all the way to the final confrontation with Bowser with the absolute minimum amount of effort. If you can achieve this in one go, without dying, you'll beup for some kind of speed record.
Level 1 - Yoshi's Island 2
Go right from the starting position on the world map and complete this level as normal.
Level 2- Yoshi's Island 3
Complete the next level as normal, collecting Yoshi for extra insurance against those flying Koopas.
Level 3 - Yoshi's Island 4
Blast straight through this water-filled level, watching out for the jumping fish. There's really nothing to it.
Level 4 - Iggy's Castle
The first and simplest mini-boss shouldn't pose any problems at all. Knock him into the lava and move on.