As stated in a different topic, my favorite Sonic game is CD, as I feel it excelled everywhere aesthetically, including the cutscene animation and art design. Heck, just watching the dancing flowers at the tail end of the Good Ending (where "You're too cool" is display) gets me with those two chords it plays. I'm really grateful Christian "Taxman" Whitehead was able to bring that back to us in such a definitive way (if only he could've gotten R2 back in there, though).
That game alone, along with Sonic the Hedgehog are why I really identify with Classic Sonic more than any other version. Or even other variations of CS (I think the iteration in 3K is weird, for example, though the late Sonic Jam version is cool, too). I guess I just prefer the Felix/Mickey design the early final versions of Sonic had. More on this in a bit.
I feel like Sonic the Hedgehog, Sonic CD and Sonic Colors are the games that best represent the ideal Sonic world to me. They seem to be more whimsical than every other game. It's like they attempt surrealism in a serious way, as opposed to attempting realism in a somewhat relaxed fashion like Adventure or Unleashed. I should really try more of the Game Gear/Master System games, but I know I'd like to add Jungle Zone from 8 bit StH as one of the ideal locales. To be fair, I think Sonic Heroes had a good idea with Grand Metropolis and Frog Forest settings. Seaside Hill was too much of a clone for me to care about it.
One game I played for the first time very recently was SegaSonic the Hedgehog in an arcade. The art direction for that game is spectacular, save for the ending mugshots which are really off model for some reason. It's got a very western cartoon aesthetic, my sister pointing out that it reminded her of Animaniacs/Looney Tunes or something, and I agree that several animations did have a western fluidity that I could really appreciate, and it compliments the whole Felix/Mickey design extremely well. In fact, playing that game only made me lament that they changed Sonic's design overall. :( Not to mention I feel that Felix-Sonic was able to show a lot more variety of emotions in his eyes. I guess it's the cartoonist in me.
And having said that, I would've loved more of a Sonic cartoon that looked like Man of the Year. Barring that, the OVA actually becoming a series would've been fine and dandy, too. The former for the cartooniness and fitting Warner Bros like style, the latter because it fit with the game world and captured that Miyazaki like environmental surrealism so well (just like Sonic CD).