I 100% cleared the first four worlds, and still need to do the two secret levels in World 5. In the meantime, I've begun blitzing World 6. I am now at the final boss, but I will probably go and wrap up everything else first. I will say, though, that all of the World 6 levels are fantastic. I especially love Forest Folly (6-5) and Cliffside Slide (6-6).
In World 5, we have another of my two favorite levels -- Fruity Factory (5-3) and Frosty Fruits (5-6). Frosty Fruits is classic Sonic the Hedgehog. You have the springs, and lots of sliding action that feels like Sonic's slippery run, with similar wind-up and slowdown. The level has a great flow to it, and I can't help but wonder what a Retro-made 2D Sonic would be like. I say this and I'm not even a Sonic "fan," so to speak.
But really, the levels I find myself replaying the most are Amiss Abyss (4-3) --probably the most replayed -- followed by Windmill Hills (2-1), Horn Top Hop (2-3) and Sawmill Thrill (2-4). I guess by that measure, World 2 is my favorite of the six islands. On the topic of Amiss Abyss, it's a combination of the incredible art and atmosphere, the music (not only the Amiss Abyss theme, but the Crumble Cavern theme at the start), and the silky-smooth underwater maneuvering and combat -- I love bulldozing those puffer-fish when they put down their spines!