Awesome Sprite Tutorial Not bad, not bad at all!
Typically, you don't get the instructions on how to remove the "white" borders on imported pics in tutorials. That was a nice inclusion. Also, I didn't find out about onion skinning until only recently, so that was an excellent point to bring to light.
With Mario's animation, though, I think he needs a little bob in the 2nd frame (Hat cannot match frame previous), otherwise it looks like he's just kicking his legs and sliding when you tween him across the stage. I mean, when you think about it, it'd probably be really hard to keep your head completely level while running. A few small pixel adjustments up on that second frame will make the animation look more natural. Also, copying and pasting that second frame after the third one looks a lot better than looping to the first one again.
I hope my review was constructive and useful. Nicely done tutorial!