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Why?

For me, it's all down to the level design. It doesn't matter which character you're playing as if the game itself is just plain crap.

And personally, my major gripe about the SA series was that rigid nature. I'd rather've seen levels which all of the three types of games - shooting, hunting and speed - could've played through in different ways, like the old 16-bit titles or the Sonic Advance series.

(Agrees)
The thing that most impressed me about SA was converting some of the spirit of the 2D series to 3D. However, that only applied to the first one. The levels, while fun and reasonably designed, were always a bit linear, and the glitches were a distinct nagging problem.

Hmm...it's hard for me to pick one particular fav, so I think I'll just take it by console...

Genesis: Sonic 3/Sonic and Knuckles- Whether one considers them the same game or not, it doesn't beat the fact that both were the trophy games of their era (at least for Sega). Never really thought about why I liked these way much more than the previous two Sonic games. Maybe it was that Sonic 3 was the first game where I was finally able to obtain Super Sonic, as well as beating the final boss in (one of my proudest gaming moments, I might add).
And Sonic and Knuckles just had some of the sweetest level designs, and the music remains as my favorites to this day (I still get goosebumps when I hear the Sky Sanctuary music).

Sega CD: Sonic CD (not that there's much pickin' there :p)- While I've only gotten the opportunity to place this within recent years on the PC, I definitely saw why it's one of the most popular games of the series (though I could do without the crap debates of which version had the better music...). The time travel aspect is something that I still wish would be utilized in another Sonic game, and the anime intro and endings are a nice plus as well.

Saturn: Sonic R- The only racing game that I could truly say I've enjoyed. Getting to run around as a ton of new and old characters was sheer joy, and I fell in love with the songs that played for each level. You can't tell me you don't wanna get down when you hear "Super Sonic Racing" razz

Dreamcast: Sonic Adventure- I'll have to agree with several other folks on the level and character aspects of this game. If only the Adventure fields had been something implemented in future games...:/
Plus, it was the first appearance of the chao, and it was hard to resist the little guys and finding out what one could make with them. Wish they could have been a little more durable like their SA2 counterparts, but ah well...

GBA: Sonic Advance 3 and Sonic Battle- A tie for this space...while Battle wasn't the traditional Sonic game, I had a blast with it, and the story was one of the deepest yet (probably the closest we'll get to anything RPG-related :p).
Sonic Advance 3 seemed to fix a few of the problems of the first two Advance games...mainly the cheap pitfalls. The return to 3-Act stages and a nice remix of the Green Hill music boosted the nostalgia factor, and the boss stages were much more of a challenge this time around.

It's quite hard for me to choose. I like all the ones I've played, even Heroes. But I guess...Sonic Advernture would top them all. I loved the plot and how you could play the other characters with their own unique moves. I did love SA2, but when I really look back and think about it, playing the two sides was pretty much...too similar. I mean, playing the Dark Story was pretty much playing the Hero Story with a different cover. confused

I also liked Sonic Battle since it was a turn from the usual and as DragonhalfShane said, it's the closest thing we'll ever get to a Sonic RPG.

I never got to try Sonic Shuffle, CD, or S3&K. But I'll be able to finally try S3&K once my GC Sonic Mega Collection comes in the mail (it is on that, right?). And maybe I'll keep my DC after all and look for Sonic Shuffle. I still wish I could try CD, though...I've been wanting to for the longest time and I hear it was reeeeaaally good.

i'll say SA and SA2, simply because they were a great 3D version of the old games. suddenly the world had widened out, sonic could move about in more directions other then from left to right and there is a more of a story. in SA1 the characters gained more distinct personalities, they spoke properly for the first time!

plus the appeal of being able to continue the game from the level where it last saved was brilliant, too many times i died on the older games, ran out of lives and continues and so failed to see the ending of the game. but that never stopped me from enjoying S3/S&K

i've only played a bit of sonic battle so far, but the story and the characters appeal more to be there then in sonic heros. (shame that i'm not too good at the battling part of sonic battle. cc; ) heros was too full of holes, be they plotholes or just plain bottomless pits. :p

Sonic Heroes all the way because of the teamwork action.

Completely off-topic here, but does your sig mean there's a Blue Sphere translation out there?