I've never really been a big Mario fan.  His games aren't bad, but they generally just seem to be more boring to me than some other platforming alternatives.  New Super Mario Bros. Wii did catch my interest some when it was announced, largely because I really like co-op games (Kirby: Nightmare in Dreamland and The Legend of Zelda: Four Swords Adventures are two excellent examples of this).  I wasn't planning on getting New Super Mario Bros. Wii anytime soon, but (before today) it was a game I would have considered getting a few years done the road.
 
However, I just got Nintendo Power issue 249 today.  There is a review of New Super Mario Bros. Wii in it.  The following line from the review is why I will never buy New Super Mario Bros. Wii: 

"Also, it's unfortunate that you can save your progress only upon beating a castle stage, of which there are only two in each world."
 
That is why I absolutely refuse to purchase New Super Mario Bros. Wii - it has the same horrible save system that New Super Mario Bros. on the DS has.
 
Nowadays, I typically don't have the time to play video games for hours on end.  An hour here, an hour there - that is about all the time I typically get.  I don't have time to play through 5 levels (sometimes multiple times, if I die within a level) just to save my progress.
 
Why Nintendo kept this kind of save system is beyond me.  With the exception of "password" save systems or no save systems, the New Super Mario Bros. games have the worst save system that I can recall ever seeing.  If Nintendo had just allowed saving after every stage, I might have bought this game within the next year or two.  After finding out this save system information though, I will not be getting this game.
 
Maybe I just don't like the "challenge" of having to beat multiple levels in a game.  Maybe I'm just really bad at video games and have trouble beating multiple levels in a row (past the early ones).  Maybe I was spoiler with my early video game experiences (I am excluding my early computer gaming days here) of Pokemon's save anywhere save system or Sonic Advance's save after each Act [in a Zone] save system.  Maybe there is something else that makes me despise save systems that don't let you save after relatively small bits of progress.  Regardless of what the reason is, I firmly believe that games should allow players to save as often as is reasonably possible, and it definitely seems possible for saving after each individual stage in New Super Mario Bros., not just after castle stages.
 
That pretty much wraps things up.  To be perfectly fair, I'll comment a bit on the Zelda series' typical save system (and I like the Zelda series quite a bit, although it is not my favorite series).  I've pretty much always disliked the "transport to the beginning of the area" save system of the Zelda series, particularly in dungeons (which is why it has taken awhile for me to beat some Zelda games).  Having to find my way back to where I was is annoying (especially if I take a break from playing the game), and going through parts of a dungeon again, with respawned enemies or relocked doors, is really annoying.  For the most part though, I've managed to adapt to the Zelda save system, as if you accomplish something in a dungeon and save, you often have made some progress when you reload your save file.  If you had to complete an entire Zelda dungeon in one sitting, I probably would have thrown away the series long ago.