Just rolling up the entire planet? Try rolling up the entire galaxy!
The fact that such a quirky Widget Series got imported to the US in the first place! You'd NEVER see such a thing happening in the 80s and 90s...
As absolutely awesome as the entire first game is, making the moon for the first time is by far the best part.
Likewise, the elephant/bird level in We Love Katamari is probably the best level in the game. It's a wonderful feeling going around rolling up all of those famous landmarks and then finally the King of All Cosmos himself.
The similar mission that's in Beautiful Katamari and Katamari Forever is even better - your Katamari becomes big enough to leave Earth's atmosphere and roll up the planets you've made throughout the game. Sure, in past games you've rolled up the galaxy, but that's starting in space - here, you progress all the way from a small Katamari to that size.