Umm ... Lets see. ... My favorites Zones are ...
Sonic The Hedgehog 1- Marble Zone
Sonic The Hedgehog 2 Beta- Hidden Palace Zone
Sonic The Hedgehog 2- Oil Ocean Zone
Sonic The Hedgehog 3- Marble Garden Zone
Sonic The Hedgehog & Knuckles- Lava Reef Zone act 1 & 2
Sonic CD- Quartz Quadrant Zone
Sonic 3D Blast- Rusty Ruins Zone
Knuckles Chaotix- Speed Slider Zone
Sonic Spinball- Showdown Zone
Sonic Chaos (GG)- Mecha Green Hill Zone
Sonic Adventure DX- Sky Deck Zone
Sonic Shuffle- Outer Space Zone
Sonic Adventure Battle- Pyramid Cave Zone
Sonic Heroes- Final Fortress Zone
Sonic Advance 1- Egg Rocket Zone
Sonic Advance 2- Tecno Base Zone
Sonic Advance 3- Sunset Hill Zone
Sonic Pinball Party- X-Zone (Sonic's Table)
Sonic Battle- Highway Zone
I think that's it. ... WAIT! ... Yeah, that's it.