This one is kinda subtle in the season 1 episode 'Sonic and Sally', but the fact that Sonic is willing to go back to Robotropilis to rescue Sally alone after she's been captured really shows what Sonic is willing to risk for Sal. And he intended on going without a power ring. Granted, Bunnie reigns him back in to get one and he ends up with 'rescuing' the fake, but still.
And, after Sonic discovers the phoney, he retrieves the real Sally and they hold hands while looking into each others eyes for a few seconds before heading off.
Sonic and Sally's interaction in the last half of the last episode. Up until then, Sonic insisted on taking on Doomsday alone. Especially since the only chance left to stop Doomsday was to use the Deep Power Stones to unleash a massive explosion. Since Sonic had already used his supply of power rings, this was basically a suicide mission. Then Sally tells him that they're in this together, however it ends, showing that she's willing to die with him. Sonic accepts her help. He even kisses her hand!
Right at the end, there's this bit:
Sonic: No more Robuttnik. Too bad.
Sally: What? "Too bad"?
Sonic: Hey, without a villain, what are heroes gonna do?
The final image the show goes out on in the credits: It's Sonic and Sally kissing, finally embracing their love for each other.
Meta example related to the long-awaited complete DVD release. As a tribute the fans that stood by and supported the show so long the packaging (including both sides of the sleeves on the clear inner DVD cases) and disc art was made completely of fanart and pieces from one of the comic's artists.