You will notice in the Super Mario Bros. All of the underground levels a pipe warp(s) is hidden. If you want to score a lot of points then don't even try them. But if you want to get a lot of lives early in the game then go to world 3. When one of the ends of one of the levels in world 3 has a turtle on the pyramid stomp on it just right and rack up the points and lives! But if you want to beat the game fast go through the pipes in the higher worlds after you get the bunch of lives.