Any%
Any% is the fastest way to finish the game. Finishing refers to shooting out of the final wire in the Moon Kingdom during the Bowser escape sequence.
Route
The route in Any% is mostly modular, meaning each kingdom has it's own route that doesn't impact any major aspect of the route in another kingdom (with the minor exception of the coin routing)
The complete route document can be found here.
Tutorials
Smallant1 made a great series of tutorials oriented towards beginners. This is a definite must watch for anyone looking into running the game.
https://www.youtube.com/playlist?list=PLiinoyifvFb64od8RyqPFmVqDrFwkgaa0