Generally for me it's any water level I come across... but you'd be surprised that I would say that I actually liked the Water level... so for me I'd probably say, Lost Kingdom is my least favorite so far... Not that I don't like it, I just want to collect and get out of there... it frustrates me so...
I am collecting all possible moons and all kingdom currency for each kingdom before moving on to the next, so there's a lot I haven't experienced yet. I'm finishing up Lake Kingdom, right now. And so far, it's my fave. I know you're looking for the worst though...haven't experienced it yet. Oh wait there was one level in sand kingdom...I'll find it...
No specific kingdom, loved them all. But one of the secret stages, the one where you're 2d and have to stay in the auto scrolling section was terrible. A moving black background
I started to do that, but quickly realized that I there is so much more to explore so I went ahead and beat the story line and I'm enjoying exploring now... there are a couple side levels that I have just quit to come back cause I just wasnt mentally ready to comolete... and again, I didn't want to spend all my riches