Have you heard of room pointers
in SMB Utility?
Upon double-clicking on them, you may find this:
Click on "Preview"
to show the output of where Mario will come out at.
World: Depending on which world you're at, this will signal the game to transfer Mario to the desired spot. You can have multiple room pointers at once with different world values changed, and that's how bonus rooms work!
Room: Levels, in general. Scroll through the list, that begins with underwater levels and end at castle levels.
Page: Which part of the level will Mario come out at? This is where you'll change it.
The pipe position on where Mario will come out at is fixed, keep in mind.