For me it's the "Overworld Theme" from Super Mario World. One of the first soundtracks encountered in the game and, in my opinion, the most catchy one. Although I haven't played Super Mario World for ~7 years this track is still stuck in my head. I also have the annoying tendency to hum this song whenever I walk around in my apartment.
Here's a Youtube link for the soundtrack I'm referring to :
I agree: The original game has the most memorable music. In fact, a lot of the other games used the original as a template. I could listen to the entire game while working out. lol It's actually quite motivating. If Mario can run under the leader of the turtle-like Koopa race than I can run another mile or two.
I spent a summer at the YMCA swimming laps with the star power theme stuck in my head and then the regular swimming theme when I was doing a cool down or warm up lap. That and the theme from Jaws because - well I'm weird but who doesn't wanna be a shark when you are swimming?
Hmmmm Yeah. but, The one from the SNES forest of illusion. I got lost there quite a bit, and i think that is where Magikoopa is, not for sure but i lost to that koopa more that any koopa, besides getting lost, and i liked magikoopa
The theme that stays with me the most is from Mario Galaxy 2. I find the theme to be gorgeous and very moving. It's what keeps me motivated every time! As for sound effects, I often hear the "Game Over" blurb in my head when I feel like I've failed something like either a test, ability to get something done and more. It's kind of funny how my mind is able to sing that as second nature when these things happen!
The music from the very first level, the underground levels, and the castle levels of the very first Super Mario Bros game are the Mario themes that have most stuck with me and pop into my head as ear-worms from time-to-time. (Those, and the game over music and the brief funeral dirge when you lose a life in that game!)
The faux a cappella Mario theme from the no-tank levels of Sunshine always stuck with me, oddly enough. It's not like its the best song in the series, but it was so different at the time.