Super Mario World/Forest of Illusion 1

In this level you can get up to 99 lives by waiting for the box that has the changing items in it to hit a feather and then it should be the star by the time it appears. then run as fast as you can and hit all the guys and you get get multiple lives. Use this trick often.

Also there is a key underneath the platform. All you have to do to get it is get to the end of the platform and there is yellow box with a question mark on it hit it and catch it because its a ballon with a P on it. Go underneath the platform until you see the key and then pick it up and put it in the keyhole. It passes the next couple of levels and takes you straight to the ghost house.