Lies. Sonic Advance is poorly laid-out and punishes you for trying to ever raise your speed with traps and enemies stuck in all the annoying places. Not challenging, just annoying how many times you'll be running for scattered rings. It's one of the few Sonic games I haven't bothered beating. Also, the music sounded like something out of a Mario game, but at any rate, it didn't fit well.
Sonic Advance 2 is my favorite of the three Advance titles. No silly limitations about grinding or character speeds, levels laid out in a way that someone with a low skill level can play and beat the game, but you're rewarded for doing height-gaining tricks and taking more difficult routes (and you need to memorize an optimal path through for the level to get the seven special stage rings in one run before you even get a shot at it). The running bosses are also a unique addition with some fun to it, but some of them aren't designed well, and characters like Tails and Knuckles weren't properly adjusted for the format, so if they fly or glide, they slow down too much for the move to be useful. Basically, Advance 2 isn't a hard game to beat, but it's a fun one, and you can change the difficulty by taking different routes through the very extensive levels. Plus, the music kicks ass.
SA3 has some of the layout problems SA1 did, but is still pretty good, and the partner system allows you to choose your own move sets from some unique combinations. It's just annoying that you _have_ to be Sonic as the lead to unlock the other characters. And what was with Cream, the easy/kids character, being the LAST one to be unlocked?