Sonic 1............ starlight zone, super fast, super fun
Sonic 2........... mystic cave zone, i like the music, suits the level well
Sonic 3......... ice cap zone, great levels, lenghty, snowy and a great song.
Sonic and knuckles ooh, a tough one, equal first, sky sanctuary zone and death egg zones
Also in sonic and knuckles the doomsday zone is fantastic.
They pay tribute to doomsday zone in sonic unleashed, those who got near the end know what i mean.
Honourable mention............... i really like the music in flying battery zone 1 & 2