Sonic 1: You like simple elegant things.
Sonic 2: You like attitude and believe bigger is better.
Sonic 3: You love anime.
Sonic & Knuckles: You enjoy action movies.
Sonic Adventure: Your dream game is a Sonic RPG.
Sonic Adventure 2: You again like attitude but this time some edge to it (soap shoes and Shadow).
Sonic Heroes: You fall for gimmicky things.
Shadow The Hedgehog: You have a great sense of humor.
Never played them
Advance 2 is great
You set up retroarch no half-measures for Sonic Advance 2
You'll probably want Dolphin standalone for Colors though or maybe the PC port that I genuinely know nothing about other than I think people were disappointed with some model lighting changes or something.
I'd probably do the PC port.