Ordered from my personal favorite, to least favorite.
*Note, other than the first world, I expanded all of the other worlds before entering them.
Galleon Galaxy
This world is... out of this world. Absolutely my favorite of the bunch by a long shot, better than even my favorites from Banjo-Kazooie. Breathtaking on a visual level, amazing thematically, and just plain fun. It contains the most indoor segments of any of the worlds, feeling a bit more like a Tooie world than a Kazooie world. It's also home to this masterpiece by David Wise:
Sorry Grant.
Moodymaze Marsh
Like the lovechild of Bubblegloop Swamp and Mad Monster Mansion, I might be a bit biased because of my location and general love of all things spooky. It does retread a bit of Banjo ground, as there was a haunted swamp world in the oft forgotten Grunty's Revenge, but it manages to stay original despite that. As the title would suggest, the level is definitely easy to get lost in, but never frustratingly so, different areas of the level almost feel self contained, like they're worlds of their own.
Capital Cashino
Somehow, despite the fact that I hate being in casinos in real life, casino levels in games are always a lot of fun, probably because you can't smell the booze and smoke. Capital Cashino is no exception, it's full of all sorts of fun objectives and style. On the negative side, it's home to the absolute worst Kartos challenge. Leave the mine carts to Donkey Kong.
Tribalstack Tropics
The only thing holding this level back is it's theme, it's well designed and a great first level, but grassy starting areas are so overdone in games. It's pretty much Mumbo's Mountain/Mayahem Temple x2, but still a lot of fun in its own right.
Glitterglaze Glacier
The weakest stage, imagine the ice side of Hailfire Peaks, but as the entire level. It's one saving grace is the Icymetric Palace, if only for it's unique perspective. The world isn't bad by any means, but it's rather barren and bland. There's also a single pagie with a puzzle that was not well designed, and is pretty much impossible to get without a guide or by accident.
Bonus HUB review
Hivory Towers is a serviceable hub world clearly modeled after Grunty's Lair, but thematically similar to Grunty Industries. It's nowhere near as memorable as the OG lair, but it does have more charm than the Isle o' Hags in Tooie.