With Super Mario 3D World, the honorable thing to do is beat the game from start to finish. At least that's what we tell everyone who picks up the game. If you prefer cheating, there are two warp pipes that'll take you to new Worlds without having to finish all the levels and beat the bosses, as you'll see in our latest video.
You'll find the first warp pipe in World 1-2: Koopa Troopa Cave; it takes you to World 2. The second, meanwhile, is in World 4-2: Piranha Creeper Creek. Take it to visit World 5.