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 3
Sound Test, Stage Select and Extra Options During Game - At Title press Up, Up, Down, Down, Up, Up, Up, Up(ring)go below Competition to find the Sound Test option, just select it to go to a Stage Select.
When playing 2P in Stage Select, Press C to change the yellow numbers    0=Sonic    1=Tails    2=Knuckles
Go to a normal game for the Extra Options
When paused    A=Go to stage select    Hold B=Slo-Mo C=Frame Skip
Play at Night - In Stage Select, Hold C, Start
Put the sign through the ground - In Carnival Night Act 1 hold Down after beating the boss (this will not work with the Mega hit series)
Debug - In Stage Select, Hold A, Start
Tails in Debug & Super Tails - At Title enter Up, Up, Down, Down, Up, Up, Up, Up code, then start a normal game as Tails (you can use a cleared file) Pause and press A, now Hold A, Start in Stage Select, Tails is now in Debug, create and hit an item box for Super Tails
Animation Test - In Debug hold C, B
Weird Characters - After beating the final boss and the character jumps toward the screen enter and exit debug
White Fox Ending - Enter the Tails in Debug & Super Tails code and use Super Tails to beat the final boss