Sonic Adventure 3: Returning of Energy

Sonic the Hedgehog
Abilities: Homing Attack, Spin Dash, Infinite Spin Dash (Warning: Difficult to steer with infinite spin dash)

Gameplay: Platforming (focused on running)

Miles "Tails" Prower
Abilities: Spin Dash, Tail Whip, Temporary Flight

Gameplay: Platforming (evenly focused on running and flight skills)

Knuckles the Echidna
Abilities: Spin Dash, Glide, Climb, Digging Attack, Punch Combos

Gameplay: Beat em' Up/Platforming

Shadow the Hedgehog
Abilities: Spin Dash, Homing Attack, Guns, Vehicles

Gameplay: Platforming (focused on alternate ways to get to the goal)

Blaze the Cat
Abilities: Spin Dash, Temporary Hover, Tricks, Boost

Gameplay: Platforming (Sonic Rush style in 3D)

Metal Sonic
Abilities: Homing Attack, Double Jump

Gameplay: Platforming (Sonic style, more difficult level design and enemy placement)

Side Characters
Amy Rose

Vector the Croccodile

Espio the Chamelion

Silver the Hedgehog

Cream the Rabbit

Cheese the Chao

Mecha Sonic

E-Series Robots

Badniks

Egg Pawns

Heavy and Bomb (Referenced)

South Island

 * Green Resort (Sonic, Tails, Knuckles)
 * Rocky Canyon (Sonic, Tails, Blaze)
 * Marble Cavern (Knuckles, Blaze, Metal Sonic)
 * Casino Hall (Sonic, Tails, Metal Sonic)
 * Mechanical Yard (Sonic, Knuckles, Shadow)
 * New Stardust Speedway (Sonic, Shadow, Metal Sonic)

Station Square

 * Rapid Highway (Sonic, Tails, Metal Sonic)
 * Twilight Park (Sonic, Tails, Blaze)
 * Jet Set Railway (Sonic, Shadow, Blaze, Metal Sonic)
 * Silent Street (Knuckles, Shadow, Blaze)
 * Desert Drive (Shadow, Blaze, Metal Sonic)

Mystic Ruins

 * Windy Hilltop (Tails, Knuckles, Blaze)
 * Ice Capital (Sonic, Tails, Knuckles)
 * Hidden Workbench (Sonic, Tails, Metal Sonic)
 * Lost World Underground (Knuckles, Shadow, Blaze)
 * Crimson Volcano (Sonic, Shadow, Blaze)
 * Egg Country (Sonic, Tails, Metal Sonic)

Sky Islands

 * Angel Island (Sonic, Tails, Knuckles)
 * Sky Babylon (Tails, Shadow, Blaze)
 * Sky Soldiers (Sonic, Shadow, Metal Sonic)
 * Hydrocity Highway (Sonic, Tails, Blaze)
 * Isle Eggman (Sonic, Tails, Knuckles, Metal Sonic)

Egg Genesis

 * Egg Armory (Shadow, Blaze, Metal Sonic)
 * Inner Genesis (Sonic, Tails, Knuckles)
 * Egg Generation (Sonic, Tails, Knuckles, Shadow, Blaze, Metal Sonic)

Other
Sonic the Hedgehog
 * Flight to Sky Islands (Sonic and Tails, Knuckles and Shadow and Blaze)
 * Flight to Egg Genesis (Sonic and Knuckles, Tails and Blaze, Shadow and Metal Sonic)
 * Shooting Range (Shadow)
 * Dojo (Knuckles)
 * Grind Square (Blaze)
 * Ice Cap Snowboarding (Sonic, Tails, Metal Sonic)
 * Casinopolis Pinball Party (Sonic, Tails, Knuckles, Shadow, Blaze, Metal Sonic)

NIGHTS Into Dreams

Jet Set Radio

Knuckles' Chaotix

Toxic Caves

Almighty Palace
Sonic - Collect Blue Spheres, Avoid Hazards, Don't Fall or Lose Rings

Tails - Collect Orange Spheres with Tornado, Dodge Badniks and Don't Lose Rings

Knuckles - Convert Red Spheres into Blue Spheres Sonic 3 & Knuckles Style (Avoid Blue Spheres, Speed will increase as stage goes on)

Shadow - Shoot all of the Enemies with provided ammo. (No Additional Ammo; Don't run out!)

Blaze - Grind through entire stage; Avoid enemies, don't fall

Metal Sonic - Fly with Rocket Metal and Boost to Destroy Blue, Orange, and Red Spheres. Don't lose rings, avoid Tails RCs.

Collect for Super Form
7 Chaos Emeralds - Sonic, Knuckles, Shadow, Metal Sonic

7 Super Emeralds - Tails

7 Sol Emeralds - Blaze

Sonic

 * Lightspeed Shoes - Run along a trail of rings
 * Foot Gel - Gives Sonic Bounce Ability
 * Chaos Ring - Increases Bounce Speed
 * Lightspeed Light Attack - Gives Lightspeed Attack
 * Magic Hands - Decreases ring spread when hit.

Tails

 * Jet Anklet - Increases Flight Speed
 * Blue Ribbon - Infinite tail whip
 * Chaos Ring - Increases flight stamina