Welcome to the FX codes
Blue codes are old, they can be found everywhere or in a few places.
Red codes I've found in mags and sites but I can't get them to work. (they are probably fake)
Green codes- I don't have this game so I can't test it.
Orange codes are discovered by me, you might find them elsewhere but they were here first.
Sonic 2
Level Select - At title screen Down+Left+1+2 now watch for Tails to wink 3 times you must hit Start on the third wink when the eye is closed
All the lives you want - In Sky High Act 2 fall off the first edge (watch for spikes!) get on the ground to the right >get a running start and roll off the edge to the left, you hit the 1up then a spring that takes you back to the ground you rolled off of, repeat at the > (remember, if the explosion doesn't finish on screen, the item reappears | this works on enemies too)