Wing Fortress. Challenging platforming without becoming frustrating, pretty difficult boss fight as well.
Also in my run I collected all chaos emeralds (I played as Sonic alone without Tails, the bonus stages are much easier that way because they require fewer rings and Tails won'y get hit and lose all your rings), one thing I love about this version of the game is that you don't automatically go Super Sonic when you collect enough rings, you have to double-press the jump button to activate it, so I deliberately tried to fight most bosses without going super
I guess for Sonic 2 it's ok, but in S3&K and Mania, it's pretty annoying since you actually have abilities in the air.
Mania and Sonic 3 Complete made it a separate button to go super.