Here's my collection:
Sonic & Knuckles Collection (PC)
Sonic Adventure DX (PC and Gamecube)
Sonic Adventure 2 Battle
Sonic Advance
Sonic Advance 2
Sonic Advance 3
Sonic Pinball Party
Sonic Battle
Sonic Rush
Sonic Rush Adventure
Sonic Heroes (PC and Gamecube)
Sonic Mega Collection (GC)
Sonic Gems Collection
Shadow the Hedgehog
Sonic Riders
Sonic Riders Zero Gravity
Sonic the Hedgehog 1991 (GBA)
Sonic the Hedgehog 2006
Sonic and the Secret Rings
Sonic and the Black Knight
Sonic Unleashed (Wii and Xbox360)
Sonic and SEGA All Stars Racing (Wii and Xbox360)
Soon to come:
Sonic the Hedgehog 4 Episode 1