Well...I think Sonic Adventure 2. I very enjoyed the game and the story *Q* And I think it is one of the best sonic games ever. Man...that was a great time :D
I've only played the Genesis Sonic games myself and I'd have to say Sonic 3 & Knuckles. I found the story to be extremely intriguing and almost felt like a precursor to a game like Sonic Adventure. Also, playing as Hyper Sonic and using the "screen flash of death" blew my mind. (I love being OP'ed when playing games, as if you couldn't tell already...) I think this game was the apex of Sonic's success. Just my opinion...I know a lot of people say Sonic 2 and I wouldn't disagree. But for me, the team of Sonic, Tails, and Knuckles was perfect.
Seeing as I own most, if not all, of the Sonic games released, then I can't really say I miss any as I can just fire them up when I feel like it.
That said, the first time I unlocked Hyper Sonic on S3&K was bliss - I'd spent so long trying to grab the last Hyper Emerald that I recall just screaming when I'd done it - it was literally a split second between success and failure.
But hey, show some love to ANCIENT's Sonic games on the Game Gear/Master System. Those were aces.