I want to make the entire game into one continuous level with no breaks in between. Where one starts, the next one will begin exactly as it is in the vanilla game. Bowser levels will just involve getting past him and then the first stage of the next world will begin, with 8-4 being the only exception. There are some issues such as cycles though. I am not sure how these things are loaded into the game, do the cycles start as soon as the level loads, or is it based on your position on the screen like a lot of other NES games? I'm also concerned that every Bowser and bullet bill will simultaneously fire from the beginning rather than waiting until you get to the "beginning" of each stage.
I'm also not sure what the best way of putting this together is. I downloaded a Japanese editor called SMB Utility. I'm not quite sure how to use it properly yet, but it looks ok. I'm still not sure if what I want will be possible with this thing though.
Edit: Warp pipes will also have to be changed. This will be fine with things like the coin room in 1-1, but if the pipes warp to another level, the exit point will obviously need to be updated.