From a consumer's point of view, NSMBU won't be on sale any time soon, as Nintendo games rarely drop in price. If I were you, I would just buy that one first, assuming you have every intention of eventually picking up all three.
Black Ops 2 and ZombiU will definitely be in the $30-40 range soon enough---not suggesting anything negative about the games, it's just usually how third party games fair.
So, if you're intending on buying all three, you might as well buy Mario first because I don't anticipate a price drop until at least 2014. However, if you're not sure if you're going to buy all three, I would go with ZombiU, as I have significantly enjoyed my time with it thus far.
On the last mission. I think the game is difficult if you're careless, so I agree with the Dark Souls comparisons. Just go slow and scan areas. Also, don't try and kill all the infected in an area; sometimes, it's better to just run, especially if they're not carrying any loot. I logged in over nine hours, which is a good length for this type of game.
It's fun, tense, and satisfying.
However, I DO feel that the game would have benefited from six more months in development. Despite that, I do feel the game is more in the 7.5-8/10 area more so than 4.5/10.