I never liked any of them for some reason. I played a few worlds of each up to Sonic 3&K just because the music and visuals were cool enough to keep me interested, but I've always hated the gameplay of Sonic. I don't think I could ever say I've had "fun" with a Sonic game.
...which is odd because I loved the hell out of Speedy Gonzalez: Los Gatos Bandidos for the SNES. I guess the speed sections always seemed dumb to me, if it had more straight up platforming (like Speedy) I think I might have enjoyed the series more.
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http://soundcloud.com/thundersheep/lunatic-asylum
http://soundcloud.com/thundersheep/summer-rain