Unleashed and Colors came out before Generations and have the Modern Sonic gameplay style. Personally, I like Unleashed a lot due to how much content it has, including hub worlds done well for the first time since Sonic Adventure 1, tons of extra missions, etc. Plus I think it has a great graphical and musical style, and I appreciate that it still has a bit of a story, even if it tries to be a lot lighter than previous games. Later games would have nothing but excuse plots and "ironic" garbage written by people who never played the old games. On the other hand, the game has two gameplay styles, and most people seem to hate the second one. Sonic turns into a werewolf with stretchy arms and it plays like God of War or something, but with a little bit more platforming. I don't hate these bits, but they're a lot slower than the other stuff, and I get people not liking that. The graphics and music in these sections are great though.
Colors is loved by many but not by me. It has no alternate gameplay styles, just Boost Sonic, but actually the 3D sections are a very small part of the game, and the level design is mostly 2D, but as mentioned, it doesn't play like the old 2D games. You still Boost a lot, and in this one game you actually have a double jump, which isn't in any other game except Sonic Blast on Game Gear, which might be the worst game in the series. The level design, graphical style/level themes, and story (which is just an excuse plot) is nothing like the old games either. I think a lot of people who like this are people who just never played the old games but claimed they did, and kept saying that Sonic must simply go fast (Boost) and also shouldn't have alternate gameplay styles. This one did that.
After Generations was Lost World, which to me felt like Colors 2, but with only the 3D gameplay. It technically removed the Boost but instead had a Run button like Mario. It also has spherical, or more often cylindrical, planets, like Mario Galaxy, but this is rarely significant to gameplay, and usually just means you have several tracks that run next to each other, and at the beginning, you can go around the planet and pick which track you want to go down. Aesthetically it's again pretty similar to colors, with things like graphics, music, and story. I personally like this more than Colors, but not by much.
Forces is the newest one and it basically tried to be Generations 2. It did not receive a very good reception, with people saying the level design wasn't nearly as good. But at least it was working from the best fundamentals out of the Modern Sonic era, so it's still better than Colors and Lost World IMO. I've heard people say it's glitchy and stuff, but I beat it and never had a problem with those things. It's certainly no '06 or even Shadow. In addition to Modern Sonic and Classic Sonic, who play like in Generations, about a third of the game is a custom character, who plays basically like Modern Sonic but with a few customizable gimmicks, which is how alternate characters should have always been handled (though maybe not always customizable). The graphics and music are alright as far as Modern Sonic goes. The story is fucking retarded, though, as the same people who did the stories since Colors, who clearly never even played any previous games, apparently finally heard all the people saying they wanted the "Adventure-era" style back. Instead of playing those games and seeing what that style was like, they went based on cultural osmosis of how people made fun of 12 year old fans on deviantart in the mid-2000s, so the story comes off as practically a very dry parody written by people who don't actually know what they're referencing. Of course, even when I like the stories in Sonic games, I'm not playing the game because of them, and the last bunch of games before this only had excuse plots anyway, so this isn't a deal breaker for me.
>tl;dr: play Adventure for more a expansive game with hub worlds and stuff. Play Adventure 2 for better level design and more arcade-style gameplay. If you don't like these, don't bother with Heroes, Shadow, or '06. If you do, play those in order because each is worse than the last, so just stop when you stop liking them.
>If you don't like Adventure 1/2 play Generations. Completely different "Gotta Go Fast" gameplay style with no strange alternate gameplay styles and no anime style story. If you like this game, then go ahead and try Unleashed, Colors, Lost World, and Forces.