When he beats Big Foot in Sonic Adventure 2, he says "Hey guy, take care!" This was left unchanged in the English voice acting.
Or when he gets an E rank, he says "Notmydaaay...". Not to mention Shadow's "Cah-ohs... CONTROL!" when executing his famous time-stopping move. And then there's the shuttle countdown... in ENGLISH, even with Japanese turned on.
For a laugh, turn Sonic Adventure on to Japanese voices, and put Sonic as the narrator for the menus. You get things like "How to pray wiv Nakolz (Knuckles)!" "How to creer (clear) the game!" "Serectcha characturr!" "How to pray wiv E-Wah-Oh-Two Gammer!" and many more.
When he said shit in Sonic X. He does this a lot in Sonic X. His most commonly used phrases are "Don't mind!" (Wasei-Eigo for "Don't worry about it."), "All right!" and "Let's go!".
While Kanemaru Jun'ichi's pronunciation isn't that bad, it does sound quite hilarious, particularly when Sonic screams "I GOT THE LIZARD!" in one episode (he actually says "I can't believe it!"). Interestingly, this seems to be a character trait; in one episode, when Chris asks Amy where Sonic went, Amy says he went away, "but he told me to tell you 'See you later'." She says the "see you later" in English. Sonic's English phrase "Never give up!" became a kind of DeterminatorCatch Phrase for one episode, being used by Sonic and then later by Chris both when attempting something daring.
Knuckles's "SHABERU KUROO!" (Shovel Claw) in the anime.
Don't forget Sonic frantically screaming "SOMBADEH HAAAAALUP! HAAALUP MEEEEH! AAAAUUUUGH!" when he gets carried away by a balloon in a failed attempt to keep him from running.
In one episode, Eggman suddenly bursts into the President's office with and announces his arrival with a brilliant "HARRRRRROOOOOOOO EVVVVVVVLYBUDDDEH!"
This best one is the horrible garbling of "You Made It!" / "YUU MEIREH!" Sonic spouts when you beat one of the Tails levels in Sonic Adventure 1.
There was an advert in Japan for Sonic Adventure which was narrated by one of the characters. Sonic's version began with Sonic yelling, in English, "Hallo, ebrybodayyy! Mah name is Sonic! Sonikku za Hejihoggu da!" pronouncing his name as corresponding to the Japanese way. At the end, he closes with "Ore wa Sonic! * Makes strange clicking noise* Sonic the Hedgehowg!" pronouncing it in (mostly) the English way.
And come to think of it, all the character names are in English. Sonikku za Hejjihoggu (Sonic the Hedgehog), Mairusu "Teirusu" Pauānote Shouldn't it be Purawā? (Miles "Tails" Prower), Nakkuruzu za Ekiduna (Knuckles the Echidna), Emī Rōzu (Amy Rose), Biggu za Kyatto (Big the Cat), Kurīmu za Rabitto (Cream the Rabbit), Dokutā Egguman (Doctor Eggman), Shadou za Hejjihoggu (Shadow the Hedgehog), Rūju za Batto (Rouge the Bat), Shirubā za Hejjihoggu (Silver the Hedgehog) and the list goes on and on and on and on... The only one that's any different in Japanese is Nack the Weasel, who was originally called Fangu za Sunaipā (Fang the Sniper).
The Japanese version of Sonic CD's ending song are a weird example: the male vocals are pretty solid English, but the female vocals are... well, not. The opening song is more predominantly just bad English. Interestingly, the lyrics for both songs were written by the same native English speaker.
Also from Sonic CD, there's this hidden image◊, which really has to be seen to be believed.