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] to choose any level you want.
Sonic 1: Debug Mode
Press [Up], [A], [Down], [A], [Left], [A], [Right]. You will hear a ring sound. Now, hold [A]+[B]+[Y] at the same time and press [Start]. It will ask you to choose a lavel. Choose what you want, and hold [A] while your choosing. You will be in debug mode.
Sonic 3: Enable Debug Mode in Kunckles
Beat the game, and then start on Zone 1 (Angle Island). Go to the first swinging rope anf hang on it and then press [Left], [Left], [Left], [Right], [Right], [Right], [Up], [Up], [Up]. If done correctly, you will hear a sound. Now die over and over until you get a game over, if you have any continues, do not use them, wait for the counter to goes to zero. Now go back to the same save file and this time select act 7 (Mushroom Hill). Go to the first pulley the is right past the dude that throws mushrooms and the Speed shoes box. (Knuckles needs to back track on Sonic's path once you get to the point where they merge). While hanging on it, press [Left], [Left], [Left], [Right], [Right], [Right], [Up], [Up], [Up]. If done correctly, you will hear a sound. Now die, and hold [Y] until the level reloads. Press [B] to confirm that the entire code has been enabled successfully. Get another game over if you wish to change levels. Just make sure to hold down [Y] when ever a level is loading.
Sonic 2: Level select in Knuckles
Press [Up], [Up], [Down], [Down], [Left], [Right], [Left], [Right], then hold [Y] and press [start].