You really should specify which Mario game you're talking about before making a request...
As for adding in your own graphics, you could use YY-CHR to alter the tiles in the game and use some sort of level editor to make new levels. YY-CHR is your best bet for most games that use sprite-based graphics. It'll get a bit more complicated if the graphics you wish to alter are compressed however.

you can't add objects SMB (theres no more room in the ROM), but you can move them from one level to another

and SMBUtil is really the only SMB level editor worth using