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 2: Level select in Knuckles
Press [Up], [Up], [Down], [Down], [Left], [Right], [Left], [Right], then hold [Y] and press [start].