Meh, Emerald collecting isn't very fun anyway. If anything, it should be something new, like the Miniboss Idea. If you can't Soc it yourself, I bet someone out there is willing too. And the Idea of just getting the emerald alone is much better for online play since you don't have to worry about people screwing up your special stage completion.
Anyways, I think you should change some of the level backgrounds.
SAZ:
By the looks of it, that's a Sonic advance background. The water is much too high up (lowering it greatly and leaving more room for the sky would help.) which sort of ruins the perspective of it, and the background doesn't repeat too well (there's a sharp cutoff where it should repeat).
DDZ:
The Background here just plainly enough, doesn't fit with the game itself. It looks like a badly JPEG'd image and is a real eyesore which clashes with the level design. Why not use Sonic 2's Chemical Plant Zone background? Something that looks more "sprited" and clean.
SNZ:
I dunno, something about this one just puts me off. Instead of Sonic 3's background, you should use a background that makes it seem like your very high in the air, but also in a cold icy area at the same time (It would really bring out the level more). You should probably use a foggy/cloudish background with SRB2's built in snowfall for effect.