In the wide world of movies, shows, and games I've seen or played (which is over 400), the Sonic video game series is probably my favorite in total. It took a while to narrow down my top favorite series, and ironically one of the top three was its main inspiration, Dragonball Z
I'd have said either MLP: FiM or the Marvel Cinematic Universe, except both have murky futures regarding villains Queen Chrysalis and Thanos, with Chrysalis still out there and being one of the most dark and sadistic villains of the show (more dangerous now she has nothing to lose). Sure, she can't win or kill anypony in the course of the show, but if she's still around past the end of the show... And Thanos is so powerful I can't see how the Avengers can defeat him, especially since Phase 3 is more grimdark than the first two and Civil War ended with the villain successfully breaking apart the Avengers, so Zemo technically won even though he's imprisoned. Vision can kill Thanos, but we know Thanos must kill him for the Mind Stone. So, neither can be my favorite as long as I know it might not end well for the heroes.
...enough about that, onto Sonic. Lovable characters (if you've seen my answers to the "favorite character" threads there were quite a few of them, including one of my top three favorite foxes, Tails, also Blaze, Espio, Shadow, Wave, etc. Some pretty fun villains too, including some who are climactically destroyed (Zavok and Zor even get one of my favorite kind of deaths, by lava, while ABIS gets a spectacular explosion). And a decent story to it that shows some continuity. Probably the best soundtrack of anything I know (I did a forum thread listing my favorite tracks). Also, the main character's a speedster, and some of my favorite characters can run pretty fast too (like Tails, Blaze, Espio, and Shadow who sometimes run the same courses as Sonic).
Of course, being a game series, an essential part in that is that they're fun to play through. Some of them aren't (like Sonic the Hedgehog 1 and Sonic Riders which were annoyingly hard), but some are (Sonic the Hedgehog 2, Sonic Adventure, Shadow the Hedgehog, Sonic Riders: Zero Gravity, Sonic Rush, Sonic Generations, Sonic Lost World, and, to an extent, Sonic Rivals 2 and Sonic Unleashed. (Beating the story mode of Rivals 2 can get annoying, but it's fun doing Free Play or fighting the Ifrit as Espio, Tails, Shadow, or Metal Sonic). I got two Sonic games, then researched them to get the entire story by watching playthrough videos, which in turn led me to get several of the games to try them out for myself, and it felt awesome playing the games to be a part of this story I love so much.
Now, I know what you're going to say. Eggman survived his last game, and he's still on the loose, making him no different than Chrysalis or Thanos. But in his case it's a little different. Eggman is an essential part of the Sonic games. You can't have Sonic in a game without Eggman (even though this doesn't apply to Tails), and he's a fun villain to keep around. Plus, Sonic's always defeated Eggman pretty easily (though not always easy for the player). Once Eggman even screwed up his plan entirely. Besides, Sonic and his friends will outlive Eggman (who must be a lot older than them), and we've even been informed of the future where obviously Eggman has never won, or else Eggman Nega wouldn't be trying to erase his ancestor's failures. And Nega himself, last we saw, ends up imprisoned in the present-day Ifrit's dimention, likely to die there unless someone we don't know about helped him out, so as far as we know, the Robotnik threats end there.
So they can keep Eggman around as long as they want, the furries still have a bright future because he'll always lose until he dies of old age. Whereas Chrysalis and Thanos are immortal and will outlive the heroes even if they don't kill them, and they're ten times more sinister and threatening than the more comical Eggman