Personally, I'd lean towards going through Cheese Bridge, though it's a tough call. I think the levels are a bit harder overall if you go through Butter Bridge, but I honestly hate Lemmy's Castle. Especially if I smurf up and die trying to get the short cut because Magikoopa really pisses me off. That said, I did a quick trial run earlier in the week to test out my PC controller and see how it felt (I never played Mario World with it and I literally would have bought a new one if I didn't like the feel), and got to Lemmy's Castle, including pulling off the shortcut without too much trouble. So I'll likely go that way and hope I don't end up having a bad night.

Honestly though, Lemmy's Castle is the only sticking point for me, which is funny given how early it shows up. If I get through there with no trouble then things will be good.