I'm one of those guys that likes Shadow just for the story, since there's all sorts of stuff you could do with it. The controls were tighter than Sonic Heroes, which I definitely liked. To be honest, my only complain is... Why the hell is Shadow runnin' around with guns?
Sonic Heroes is debatable. It was my first Sonic game, so it's got the nostalgia factor. The controls are too loose to be practical and functional, though. There are also some noteworthy glitches to consider.
Sonic 06' has a slight Sonic Adventure 3 feel (multiple characters, stories, and new character(s)) but there's a lot that isn't going for it. I haven't played it myself, since I have no PS3 or Xbox360, but I've watched the whole game online. It doesn't look too bad, but glitches are a factor, controls weren't too great, apparently, and that once scene where Elise and Sonic-- *shot*. Anyway, I think we can all agree it had really good music. Also STH2D does that game justice.
I'd say my all-time favorite Sonic game is Sonic Adventure.
I think the guns was Sega's blantant attempt to appeal to a older audience.
One, thing I don't under stand is... Shadow curses?