Alright, so as you can probably tell from my username, I've played quite a bit of Sonic games. I'll list them and what I thought of them.
Sonic the Hedgehog: This was the first of the classic games that I played. I liked it a lot, especially Green Hill and Starlight Zone. As a kid I never really played it as much as 2 or 3&K, but I still think it's a great game regardless.
Sonic the Hedgehog 2: This was one of the Sonic games I played the most when I was a kid. I loved the levels and the addition of the Spin Dash. I remember dying a lot on the second act of Chemical Plant as well due to the part where the water is rising and you have to jump on the shifting platforms. I also really liked using Super Sonic.
Sonic the Hedgehog 3 & Knuckles: While I didn't play this as much as Sonic 2 when I was a kid, I have recently been playing this a lot more. The game is much longer and I love a lot of the levels, especially Ice Cap and Sky Sanctuary. I also liked the Insta-Shield and the addition of the Super Emeralds and Hyper Sonic. It was a fun game overall and definitely my favorite of the 2D titles.
Sonic CD: This was the first 2D Sonic game I actually beat, considering I had trouble with the other 3. The game was fun and I liked its music. My favorite level was Stardust Speedway because of its aesthetics and because of the boss for Stardust Speedway, which is one of my favorite in the 2D games.
Sonic Adventure: This was the first Sonic game I ever played and the one that attracted me to the series. I liked the Sonic levels a lot, especially Emerald Coast and Speed Highway. The Tails levels were also fun, especially with all the shortcuts you could take by flying. Gamma's shooting levels were also fun. I didn't really like Knuckles, Amy, or Big's gameplays. Especially Big's with his stupid fishing levels. Overall, the game was great, especially its music.
Sonic Adventure 2: I freaking loved this game. I have probably played this more than any other game I own. The game was so fun and the Chao system made me pick it up again repeatedly. I liked the gameplay a lot, except for maybe the Treasure hunting levels. This game's music was also amazing, and this is no doubt one of my favorite games in the franchise.
Sonic Heroes: While I didn't like this game as much as the Adventure games, it was still enjoyable. The team gimmick was pretty cool I guess. I really don't have much else to say other than that it also has great music like the other games on the list. Seaside Hill and Ocean Palace were also pretty cool stages.
Shadow the Hedgehog: I never really played this, so I don't have much to say about it.
Sonic the Hedgehog (2006): I never played this either, so once again I do not have good to say.
Sonic and the Secret Rings: I did not really like this game due to the fact that you have to always move forward. It also just did not feel as memorable as other Sonic games.
Sonic Unleashed: The daytime levels were great and fun. I really liked them, especially Cool Edge and Rooftop Run. However, I did not like the nighttime levels. The werehog was just slow and didn't feel like Sonic. It was especially bad because I played the Wii version in which there are way more night levels than day levels. The only part of the werehog I liked was the Egg Dragoon boss fight.
Sonic Colors: I loved this game. It had the daytime gameplay of Unleashed without the Werehog. There was less boosting due to rings not filling up the Boost gauge, but it was still fun nonetheless. The Wisps were also a neat addition which showed hidden pathways and secrets. There was also a special reward for clearing all of the Gameland stages that I enjoyed a lot (not going to spoil for those who haven't played the game). In terms of stages, I really enjoyed them, especially Starlight Carnival, Planet Wisp, and Aquarium Park.
Sonic Generations: I have only played the 3DS version so I can't give input on the console version. The 3DS version was great. I loved many of the stage choices like Emerald Coast. The bosses were also cool. As usual, the music was great. The gameplay was awesome as Classic played like the Classic games while Modern played like Rush (although I am pretty sure he plays like Unleashed in the console version). The game was fun overall and a great celebration of Sonic's 20th anniversary