[magnum12]

After checking a bunch of stuff out, here's what I've found. (Will add to this as I go.)
1. Every mission, action stage, and boss battle tracks your best time, score, and highest ring counts.
2. Sonic has 20 missions, Silver has 18 missions, and Shadow has 15.
3. For Sonic, the stages I've run into are Wave Ocean, Dusty Desert, White Acropolis, Crisis City, and Flame Core. So far, I've played White Acropolis for Shadow. For Silver, I've seen Crisis City, Tropical Jungle, Wave Ocean, Dusty Desert, White Acropolis, a train deopt stage (Radical Train?), and aquatic base.
4. The boss battles I've seen are Egg Cerberus (Sonic and Shadow), Silver (Sonic and I assume Shadow), Iblis Form 2 (Sonic), Iblis Form 1 (Silver), Sonic (Silver) and Shadow (Silver).

[Magnezone]

I apologise for jacking your topic, but I beat Sonic's story before. Here's the lowdown on all the stages in his story:

Note that "Zones" have been turned into "Acts" now.

ACT 1 - WAVE OCEAN
ACT 2 - DUSTY DESERT
ACT 3 - WHITE ACROPOLIS
ACT 4 - CRISIS CITY
ACT 5 - FLAME CORE
ACT 6 - RADICAL TRAIN
ACT 7 - TROPICAL JUNGLE
ACT 8 - KINGDOM VALLEY
ACT 9 - AQUATIC BASE
EXTRA - WAVE OCEAN: TAILS
BOSS 1 - EGG-CEBERUS
BOSS 2 - SILVER THE HEDGEHOG
BOSS 3 - IBLIS PHASE 2
BOSS 4 - EGG-GENESIS
BOSS 5 - EGG-WYVERN

Also note, you might not want to add all 20 missions for Sonic, just because some are really just dumb. :( For example, one has you tested on whether or not you can find the captain, when the person who gives you the mission is the commander anyway. Turn around, press A a bunch of times, where's the skill in that?