Sonic 1, 2, 3, and Knuckles for the Genesis.
Sonic 1 and 2 for Master System/Game Gear.
Sonic CD for Sega-CD or the HD remake for XBLA and PSN.
The GBA Sonic games. I can't speak to the PSP and DS Sonic games.
Those are the good Sonic games that I've played. I haven't played all of the newer Sonic games but, of the ones that I have played, there are parts I like and parts I don't like. But none have been 'good'.