Thinking about it, I'd have to say my favorite SMBX episode is
Mario Classic. Sure, it had a hammer suit about halfway through the episode, essentially breaking the entire second half (something I've dubbed a "Classic Mistake"), but it's the only episode I played where most of the bosses weren't just lazy re-sprites of pre-programmed AIs, with notable examples being the Thwomp that chases you and the red-recolored sledge bro with a rapid-fire generator on his back. They may not be much, but when almost every other boss is just a pre-programmed AI re-sprite, little things like that are greatly appreciated.