The final few levels of Sonic CD are definitely the worst group of final levels in the original 4/5 games. Sonic 2's latter portion is almost seems to drag on; everything after Casino Night Zone is pretty meh until Metropolis Zone happens (ahem), but that's really the only zone that's rage inducing or anything like that (unless you aren't a fan of Sky Chase and Wing Fortress, which aren't too bad IMO). Both Sonic 3 and Sonic and Knuckles (and the combo) have that progression that makes every level memorable, at least. Then you factor in the other characters and the fact that the levels themselves aren't bad *coughfairlyeasycough* and you get a smooth ride the whole way through. In short, Sonic 3&K is indeed amazing.
Sonic CD can be rage-inducing at any point depending on what your objectives are, but the really "URRGH" moments start to drop around Tidal Tempest and pop in and out up until Stardust Speedway. That level lures you into a false sense of security before you run face first into Metallic Madness... Oy, Metallic Madness. ._.
Honestly, I find Sonic 1 to be... weird. I think someone before described it as prototypical or primordial or something? For me it's like the original Crash Bandicoot, in that it's not bad, but I definitely value and prefer the advancements made in the sequels. :x
