Egg Rocket from Sonic Advance, it is an adventure of where you go from Earth to space, the stage has much plataforming and the background is quite enjoyable.
Wave Ocean from Sonic the Hedgehog (do I need to say PS3 version?) yes, I know that the stage had bad placed objects, but oh my... The stage was long, allowed you to play as Sonic and Tails, it was the same stage as Emerald Coast, I´m not kidding, look at the stage carefully at the end of Tail´s part and you will see, overall, the most epic part of the game is the chase of the Egg Carrier.
Skyscraper Scamper from Sonic Unleashed, how could it´s music be epicer, the whole stage is above ground, sliding through rails betwen building and building, running through walls and having a fight at max speed agains 2 of the strongest Eggman´s medium-sized killing machines.
And Coral Reef from Sonic and Knuckles (and Sonic 3 and Knuckles) a big magma stage with alot of changes, first fire, then crystal and then hell, the whole stage is based on when the Death Egg is launching, it is just awesome how at the beggining you go deep the magma core, then keep moving, but then you enter a crystal cave where you go underground and then see an open place where you can see the whole area, start going to the surface but then Knuckles throws you down and the Death Egg starts it´s launching... True Awesomeness.