In the Spring Stadium Act 1, find the invincibility screen and break it open. While the music is still playing, quickly find the gold shield screen and break that open. The invincibility music will play the whole act. If it doesn't work, try again.

This only works in Sonic 3 & Knuckles...

Requirements:
1) Make sure that you get all 7 Chaos Emeralds before you get to Mushroom Hill Zone.
2) If you've done step #1, when you get to Mushroom Hill Zone, Giant Ring's from now on will glow and when you enter them you'll be teleported to a room with the Master Emerald - step on the Emeralds here to do the Bonus Stages.
3) Now when you beat the Bonus Stage you'll get Super Emeralds - get all 7, collect 50 Rings and double jump to become Hyper!

Sonic 2 & Knuckles: Play Sonic the Hedgehog 2 and Sonic Spinball 20 times each.
Sonic 3 & Knuckles: Play Sonic the Hedgehog 3 and Sonic & Knuckles 20 times each.
Blue Sphere: Play Sonic the Hedgehog and Sonic 3D Blast 20 times each.
Flicky: Play Dr Robotnik's Mean Bean Machine 30 times.
Flicky (alternate): Have a Sonic Adventure 2 Battle Save File on your Memory Card.
Ristar: Play Blue Sphere, Knuckles in Sonic 2, Sonic 3 and Knuckles and Flicky 30 times each.

Playing means opening the game - so, to do this quickly, as soon as you see the game's Title Screen, hit Z, return to the game menu and repeat!

Here's some cheats.

Sonic 1:

Level Select: At the title screen, press Up, Down, Left, Right

Debug Mode: At the title screen, press Up, X, Down, X, Left, X, Right.
Then hold B and hold START until the level loads. Press A for Debug Mode.

Sonic 2:

Level Select: Select sound test from the options and play the following sounds in order: 19, 65, 9, and 17. Hold X and press start. At the title screen hold B and press START.

Debug Mode: After enabling the level select, play the follwing sounds in sound test:1, 9, 9, 2, 1, 1, 2, 4. Select the desired level and hold B+Start until the level loads.

Sonic 3:

Level select: After the sega logo fades and as Sonic appears, press Up, Up, Down, Down, Up(4 times). At the title screen press Up to access the level select.

Debug Mode: With the level select code on, hold B and press START.

Sonic Spinball:

Level Select: At the options menu, press B, Down, A, Down, X, Down, B, A, Up, B, X, Up, A, X, Up.

Flicky:

Start a game and hold Up+A+X+START. When round 1 appears, release the buttons.

Ristar:

Enter the following as passwords:
Level Select: ILOVEU
Bosses Only: MUSEUM
Very Hard Difficulty: SUPERB
Time attack: DOFEEL
Different sounds: MAGURO
Hidden Items: MIEMIE
Disable Codes: XXXXXX


Have Fun =D

Here are a few games that can be unlocked.

Blue Sphere: Play Sonic 1 and Sonic 3D 20 times Each

Flicky: Play Dr.Robotnik's Mean Bean Machine 20 times

Ristar: Play every game 20 times each

Sonic 2 with Knuckles: Play Sonic 2 and Sonic Spinball 20 times each

Sonic 3 with Knuckles: Play Sonic 3 and Sonic and Knuckles 20 times each

Have Fun with them! =D

Blue Sphere: Play Sonic 1 and Sonic 3D Blast 20 times each, or go to the games menu with a Phantasy Star Online Episode 1&2 save file on your memory card.

Knuckles in Sonic 2: Play Sonic 2 and Sonic Spinball 20 times each.

Sonic 3 & Knuckles: Play Sonic 3 and Sonic & Knuckles 20 times each.

Flicky (really not worth it): Play Dr. Robotnik's Mean Bean Machine 30 times, or go to the games menu with a Sonic Adventure 2: Battle save file on your memory card.

Ristar: Play Blue Sphere, Knuckles in Sonic 2, Sonic 3 & Knuckles, and Flicky 30 times each.