If you're going to make a really fast TAS keeping your character moving as fast as possible is crucial. This video features two Super Mario World TAS tips: how to use ZNES9 to set Mario's running speed as a high constant, and how to do walljumps impossible in the standard game.
From the Creator:
First open SNES9x and go to cheat - Search for new cheats. Then look for the value "7E007B" which is not that far from the top of the list. Watch this value then. Now, when Mario starts running, his speed will go from 36-35-36-35-37 and repeat; 37 being the Max of this type of running.
Once Mario starts to sprint, his speed will go from 48-47-48-47-49 repeat, at which you usually want 49. In order to keep a constant 49, release the left or right arrow and jump at the correct frame. Mario will keep his speed as long as you don't collide into anything and you always jump on the first possible frame.
As for wall-jumping, first aim Mario at a position either in a wall or blocks where Mario hits the middle of the two blocks. If Mario doesn't hit the exact middle, find the frame after jumping for a few frames will get you above the middle. Then adjust Mario's speed by pressing forward for a few frames. Eventually Mario will clip the wall and be able to jump.