Let me clear a few things first:
1.) This is only for those who play and enjoy Shadow the Hedgehog. If you're one of the many who hate it, get out of here, and no flaming or insults please.
2.) Of course I imagine anyone who's got the game has been through almost every level to beat the light and dark bosses of all five final stages in order to get to Last Story, but this is about which path do you prefer to take, either after unlocking it or without even bothering to.
Like, which is your favorite path in the game to take? Here's mine: Westopolis, Glyphic Canyon, Circus Park, Mad Matrix, Lost Impact, Final Haunt, beat Black Doom. This World's Guardian, I think that path is called.
Westopolis - Standard race through to the Chaos Emeralds. Though I take neutral, I like to have Black Doom following me and giving me hell for killing his guys. (I'm pretty sure I can say that here coz they say it in the game)
Glyphic Canyon - Sometimes, killing all the Black Arms or GUN soldiers can get annoying as to where some of them are hiding that are hard to track down (for this reason I've never beaten the Hero mission of Death Ruins or whatever it is) but this one's actually fun and easy to take out all the Black Arms. Also Knuckles says "damn" before the tornado.
Circus Park - It's a pretty cool level, and it has my favorite character Tails on the hero side. Again, easier just to race to the Chaos Emerald than to kill the GUN soldiers or collect 400 rings. Also, I prefer to have Tails with me as he's my favorite character even though I take the neutral path. Oh, and Shadow says the popular line "Where's that damn FOURTH Chaos Emerald?"
Mad Matrix - My personal favorite, it's a really cool level, also Espio's one of my favorite characters as well and the Hero mission is quite easy too. Sometimes I worry about accidentally activating all of Black Doom's bombs in my search for the paths to the towers, but I heard people say it is annoyingly hard to complete the Dark mission. I'm not a big fan of the boss though, but he's not overly difficult, it's really the rocket launcher enemies I got to watch out for. And of course Espio says damn before the fight.
Lost Impact - The one level in this path I don't like as much as the others, on account of length. But it's more long than hard, as long as I explore every area of the Ark I won't miss any.
Final Haunt - A good final level, shadowy to befit Black Doom and not annoying like its "darker" incarnation Black Comet, on account Final Haunt is mostly ground rather than riding the thing across the acid stuff (which shouldn't even hurt Shadow because he was created with Black Doom's blood!). Hero path is way easier than the Dark, and leads to a fight with the main villain, Black Doom.
Not only is it fun and easy for me to play through, but I can see it being the canon path as well: (and I know others might disagree and have their own headcanons on which path he takes)
Of course Shadow starts in Westopolis. He doesn't feel he has much time for the humans (as said in the intro), but doesn't want to obey Black Doom either, so he just gets the green and blue Chaos Emeralds. Black Doom gets angry that Shadow disobeyed him and sends him to Glyphic Canyon. Shadow decides here that Black Doom's oppression cannot go unopposed, and helps Knuckles kill the Black Arms in the area and gets the yellow Emerald.
At Circus Park he helps Tails get a lot of rings, but not all 400; when he finds "that damn fourth Chaod Emerald", he takes it then and there and lets Tails collect the rest of the rings. "Sorry, but that Chaos Emerald is mine."
Then he helps Espio retrieve info from Eggman's database, because Eggman knows of his past.
Then on board the Ark, he gets the cyan Emerald and regains his memory for Lost Impact. Then he and Sonic go aboard the Black Comet to Final Haunt, by which time Shadow is quite on Sonic's side and against Black Doom, and gets the purple Emerald then beats Black Doom and gets the red Emerald.
As the beginning of Last Story is shown on the Black Comet in what looks like Final Haunt, that's when Black Doom takes the Chaos Emeralds from Shadow, and of course, we all know what happens next. Also connects to Espio, Charmy, and Vector getting the info from Eggman's computer which is vital in Shadow realizing his destiny, leading him to kill Black Doom and destroy the Black Comet