It took me a while to get all the emblems. Personally, Metal Sonic's not that great, so he's not worth it.
However, Tails Adventure sure as hell is.
For Big's levels, make sure you have all the lures, and go after sharks, or robot fish if there are no sharks, and be careful with your fishing. Tap the B-button, and if you're getting close to the line snapping, then let go. Use the control stick to move the fish more in line with you. When it gets to about four meters away, you can afford to use the A-button.
Sonic's levels are easy. Spindash, and learn the shortcuts. For Sky Deck, in act 1, take both the shortcut at the beginning that has you homing attacking the spinners, and the one a little later with the hook. In Act 2, just go straight for the end, don't bother getting the goodies. For Lost World, use the shortcut near the end of Act 2. If you don't know it, fiddle with the lit up panels. There's only three arrangements, and you'll easily find the one that goes the fastest. For Final Egg, not much help there. Just streamline your route, going as fast as possible, and don't stop for anything, except for a run if you're out.
Gamma's level is pretty hard, but it's much the same story as Sonic: Go as fast as possible, and if it looks like there's a lot of enemies, hold B and rotate the control stick around for a while until you've targetted them all, and the fire. Honestly, this was one of the harder ones to get.