Sonic Adventure 2 Battle Questions

- Sonic -
Magic Gloves are in City Escape; you'll need the Bounce Bracelet; allows you to pick up enemies.
Light Shoes are in Metal Harbor; allows you to do the Light Dash.
Ancient Light is in Green Forest; allows you to use the Light Attack.
Bounce Bracelet is in Pyramid Cave; allows you to bounce.
Flame Ring is in Crazy Gadget Nothing; allows you to destroy metal boxes.
Mystic Melody is in Final Rush; allows you to Find the Lost Chao (Mission 3 of each Stage).

- Tails -
Laser Blaster is in Prison Lane; you'll need the Bazooka; gives you a stronger attack.
Booster is in Mission Street; allows you to hover.
Mystic Melody is in Hidden Base; you'll need the Bazooka; allows you to Find the Lost Chao.
Bazooka is in Eternal Engine; allows you to destroy metal boxes.

- Knuckles -
Mystic Melody is in Wild Canyon; you'll need the Shovel Claw; allows you to Find the Lost Chao.
Shovel Claw is in Pumpkin Hill; allows you to dig.
Air Necklace is in Aquatic Mine; allows you to breathe under water.
Hammer Gloves are in Death Chamber; allows you to destroy metal boxes.
Sunglasses are in Meteor Herd; you'll need the Hammer Gloves; allows you to see hidden things.

- Shadow -
Flame Ring is in Radical Highway; you'll need the Air Shoes; allows you to destroy metal boxes.
Air Shoes are in White Jungle; allows you to do the Light Dash.
Ancient Light is in Sky Rail; allows you to use the Light Attack.
Mystic Melody is in Final Chase; allows you to Find the Lost Chao.

- Eggman -
Laser Blaster is in Iron Gate; you'll need the Large Cannon; gives you a stronger attack.
Mystic Melody is in Sand Ocean; you'll need the Jet Engine; allows you to Find the Lost Chao.
Jet Engine is in Lost Colony; allows you to hover.
Large Cannon is in Weapons Bed; allows you to destroy metal boxes.
Protective Armor is in Cosmic Wall; you'll need the Jet Engine; gives you more health.

- Rouge -
Mystic Melody is in Dry Lagoon; you'll need the Pick Nails; allows you to Find the Lost Chao.
Pick Nails are in Egg Quarters; allows you to dig.
Treasure Scope is in Security Hall; you'll need the Iron Boots and Mystic Melody; allows you to see hidden things.
Iron Boots are in Mad Space; allows you to destroy metal boxes.

As for finding them in the Stage - that's up to you!