Gravy, you played Wakuwaku Sonic Patrol Car? And an authentic one, I take it (as it stands, people are having lots of trouble emulating Sonic Arcade)? That's friggin' incredible.
Anyway, Sonic 3 & Knuckles, definitely. You could play through every level of Sonic 3 and Sonic & Knuckles with Sonic, Tails, and Knuckles (the three greatest characters worth playing as ^^). A save feature (which was sorely needed back in the day), and some friggin sweet extras in the form of both the Super and Hyper forms. Tails and his fun exploration abilities alone are enough to keep me coming back (hell, on my original Genesis cart, I got 99 lives with the guy). My only complaint is the music... it was hardly bad, but I felt it paled in comparison to its predecessors, Sonic 2 and Sonic 3 (by itself). Now, if they used the Sonic 2 Super music, the Sonic 3 opening, Sonic 3 ending credits to a lesser extent (as for the mini-bosses and Knuckles, I could go either way on their themes), and maybe the Sonic 2 final boss theme, it would've been absolutely perfect. Also, Lava Reef Act 1 owns Act 2's soul (which is odd, usually the Act 2 themes seem better, like some kind of reward for getting through Act 1 considering there are no between-Act saves).
Tails' Adventure would probably be my second pick. I mean, its Tails, starring in his own game. More of that fun exploration, and it was probably the best example of integrating Tails's mechanical genius while not sacrificing his focus on flight abilities (like Adventure 2). Also, similar to S3&K's save system, this game sported a password system. Probably not so hot nowadays, but back then, it was the best alternative when we had no save.
Runner-ups would be Sonic 2, Sonic 3 as a stand-alone, Sonic Adventure DX (the best action Tails got in 3D land ^^. The Adventure Fields were fun to goof around in too, though it was a pain getting lost in some of them. Thank god DX featured a map. Plus, the Game Gear games were so worth the emblems). Also, in spite of its flaws, I actually like Sonic Adventure 2 Battle. The treasure hunting stages sucked, as well as Tails being crammed into a friggin mech (though, I can't complain about Eggman being suited towards that play style), however, the speed stages still seemed pretty fun. Plus, unlike most games, the emblems actually seemed worth getting. Green Hill Zone, Chao Garden extras, various other unlockables, it's all leagues above the crap we've gotten lately. Super Hard Mode? Bulls***! Yeah, that'd be sooo worth it after you already played through the game and grew skilled enough to obtain insane scores in order to obtain A ranks, thus putting anything in a harder mode to shame. [cough] And minus the ridiculous amounts of time you have to wait for them to develop, I actually like the Chao Gardens, for that matter. With Chao Kindergarten, Chao Karate, the option to use Chaos Drives to raise stats instead of animals that could add some unneeded deformities, branching to three different allignments based on what characters raise them, I'd say Adventure 2 has the original beat in that regard. The storyline wasn't too bad, neither (though, it would have been so much better and a lot more meaningful if SHADOW STAYED DEAD).
Now, I haven't played Gems Collection yet, so unfortunately, I have yet to try out Sonic CD and can't make a judgement. This goes for several other games, too. Sonic Battle, Sonic Riders, Sonic Advanced 3 (some say it's gimmicky, others seem to like it), Sonic Rush, etc., so do understand if they're not on my list.