Attaining 100% in SNES and N64 Mario Games
Obtaining Completion Credit
For SMW and SM64, there is no way to save the game after beating the final boss, nor is it necessary. The game automatically credits the save file for the progress gained by beating the final boss.
I am unsure about Paper Mario, but I would imagine that it followed a similar mechanic of crediting you automatically.
Completion Qualification
Super Mario World
The indicator that you have beaten every level (both in their normal ways and via finding their secret exits) is indicated on the load screen with a star beside the number of levels you have beaten. You receive this star upon finding 96 different level exits/bosses:
Super Mario 64
100% completion is denoted by collecting 120 stars. This is actually shown on the load screen when you complete the game:
Paper Mario
100% completion is achieved by obtaining all badges, star pieces, and recipes.