A lot of people seem to like Super Mario 64's Cool Cool Mountain, but I disagree. Cool Cool Mountain was actually one of the most dreaded levels in the game, for me. Let's face it, the ice mechanics in this game are ridiculously hard to get control of. And I much prefer a mass of land similar to the first level, rather than what appears to be a floating mountain.
Snowman's Land stood out to me from the moment I entered, considering it wasn't part of the traditional painting collection for entering the world. You went through a wall and all of a sudden you were in this winter wonderland. And it's gorgeous.
I'd especially like to point out the Ice Maze, which was easily my favorite part of this level. I just find the walls of ice to be quite beautiful for the N64 era.
If there's one thing that I've learned about snowmen and platformers from playing Mario and Banjo Kazooie, it's that snowmen are secretly demon spawn.
There, I've said it. Snowmen are evil and out to get you, always. Never assume that a snowman is innocent, no matter how cute it looks. It will rip out your soul. You won't be able to sleep at night with Bowser's 'Game Over' laugh echoing continuously through your head.