I just double-checked the Infosphere and yup, that's definitely the one! I think in general I liked Bender's levels the least, and Fry's were my favorite (mainly because they took place in New New York and its nearby environs; it was fun playing in a setting familiar from the show rather than original to the game). I definitely enjoyed playing as Leela the best because her style of hand-to-hand combat was most familiar to me as a gamer raised on, like, Crash Bandicoot.
Also, looking through the game's entry on the Infosphere, while I'm positive I ultimately beat the game, I have no memory of the final act (nor, until seeing it again now, of the goofy little Zoidberg mini-game sort of level). Fuck, am I old.
I
remember the Zoidberg levels! Those were VERY reminiscent of early platformers, namely DK and Crash. Fry's levels were definitely the most interesting because it was more of the world they live in on the daily. But I had an incredible soft spot for Leela's stuff because she's my absolute favorite character of the trio.
If it makes you feel better, I don't remember 99% of the game, and I definitely played it to end credits. I think I even went through more than once, and have even YouTube'd it. Bonkers how time flies (and makes fools of us all)