Sonic Classic Collection Cheats

Debug Mode for Sonic 1.
At the title screen, press [A] twice, then [Up], [Down], [Left] and [Right]. You should hear a ring chime. Hold down [Y] and press [Start]. Debug Mode is now active, as indicated by the score tally being made of letters and numbers. [Y] & [C] are still jump while [B] changes Sonic into an object which you can spawn by pressing the [C] button. Press [Y] to cycle through them and [B] to change back to normal. Be warned that over-using this will cause temporary slow-down and could cause problems.

[A], [A], [Up], [Down], [Left], [Right]. Hold [Y] and Press [Start]: Debug Mode

Level Select in Sonic and Knuckles
In the first zone (Mushroom hill) Jump on one of those lifty things (The one that you press down on) and press left, left, left, right, right, right, up, up, up. You will hear a chime. Now, go get a game over. The game will restart. at the title screen, hold Y and press start. Now, you will be able to choose any level, including sonic 3 ones. Have fun!

Left, Left, left, right right, right, up, up, up, chime, game over, hold Y and press start at title screen: Level select

Sonic The Hedgehog Level Select
At the title screen press up down left right. If done correctly you should hear a ring sound. Now hold Y and press start. You can now choose any stage you want.

Unlock Game Gear Games
Sonic Blast: Complete Sonic & Knuckles with all Chaos Emeralds
Sonic Chaos: Complete Sonic the Hedgehog 3 with all Chaos Emeralds
Sonic the Hedgehog (Game Gear): Complete Sonic the Hedgehog with all Chaos Emeralds
Sonic the Hedgehog 2 (Game Gear): Complete Sonic the Hedgehog 2 with all Chaos Emeralds

Debug (Configure) Mode in Sonic 1
I don't know if you also have to have the level select code on, but I've done this a few times.

Up, A, Down, A, Left A, Right. You will hear a ring sound. Now, hold A (I'd hold A, B, and Y at the same time just to be sure) and press start.: It will sak you to choose a lavel. Choose what you want, and hold A while your choosing. You will be in debug mode.

Level select in Knuckles in Sonic 2
Press [up] [up] [down] [down] [left] [right] [left] [right], then hold [Y] and press [start].