1.Sonic and the Secret Rings - Actually makes good use of the Wiimote(*coughtpportcough*), let alone plays better than any other Sonic game I've had, and the story isn't too c***** either. Erazor > Eggman all the way, and maybe even DarkSpine Sonic > Super Sonic. Love the art.
2.Sonic Heroes - Just lots of fun, and it's calssicy feel is cool.
3.Sonic Adventure 2/Battle - Good story, I guess, even if a little short. I would have wished for just Sonic and Shadow stages, but Eggman's weren't too bad.
4.Shadow the Hedgehog - Even though I hate Shadow and how this game just rips the story from SA2/B, it actually expands on it. It was nice seeing the ARK again, but other than that I felt the art direction s*****. The guns weren't needed but they didn't really detract from the experience, and I guess being able to choose different paths was cool.
5.Sonic Adventure/DX - While this game is fun, it's short, easy, and only half the characters are fun to play as. I also disliked the story a lot. I'd still play it from time to time though if I still had it.
I'm not sure about the older games or the one Advance game I've played. I never got past the 3rd level on StH for the Game Gear(it was on SA/DX, not sure if there's any differences), nor did I get too far in any of the others. I did get to the end of Sonic Advance 2, but it seems a whole h*** of a lot more straightforward anyway.