Now it's time to talk about something completely minor that's barely worth making a topic about, and believe it or not, it's not about voices. No, it's about the locale.
There's no real way to over-detail this simplistic question, so I'll cut to the chase: Do you care about where Sonic and Co. travel to? Or to be more specific, does it matter to you whether or not they explain where each of the games take place in? For instance, S3&K in Angel Island, Little Planet in CD, the Amazing Intersteller Amusement Park in Colours, as opposed to games like Heroes in which there's a bunch of places you go through and that's it.
Personally, I do - not just for Sonic mind you, for games in general. Games that only have levels without elaborating on exactly what island/kingdom/planet/dimension/whatever is is you're making a detour always irritated me. Not because of continuity reasons or anything like that, rather it's more so that the world actually feels like a world and not, well, a bunch of conveniently-placed areas.