As for the 2D-type games, it's pretty straightforward. Only Sonic 4 and Knuckles Chaotix are well and truly bad outside of the Game Gear games.
@RowanBerry where do things like sonic advance, sonic rush, and sonic generations 3ds (which is a completely different game to the real sonic generations) land? are they just all non-canonical?
@00dani It's pretty weird. The listed games are all chronological in order of release, and they have very reasonable connections that make them into a single timeline. Everything else fits into its own timelines pretty easily, though.
@RowanBerry what about sonic unleashed? i notice that one's not been mentioned yet
@00dani Sonic Unleashed is tricky. There's nothing that prevents it from being "canon" in the main timeline, but it's basically never mentioned again. The plot is generic enough to slot basically anywhere post-SA2, and there's nothing that immediately sets it apart like Heroes or the Storybook games.
@00dani The only games that are genuinely non-canonical, as far as I understand, are Sonic Heroes (because of which characters are present), and the Olympic Games games for obvious reasons.