Sonic Advance 2 is excellent. Although the game can be beaten pretty easily, the stages are expansive and have lots of alternate routes. All the characters control Sonic-style, just with their own advantages (flying, gliding, et cetera). It's not as divergent as Advance 1 or the GCN games in that regard, and you don't even _have_ to play as the other characters, they're just there if you want to (and if you want to unlock Amy, whom was originally thought to be cut out of the roster at the time).
It's not the deepest Sonic game ever or anything, but it's enjoyable, and I like it more than I do Advance 1 or 3.