Other interesting ones are:
"There's no time to be listening to music!" (Robotnik)
"I hate driving!" (Robotnik)
"Heroes are wimpy!" (Robotnik)
"I'm not interested." (Shadow)
I played SH not long ago, and it really is "super power". But anyway, for quotes that are dumb or funny:
"It could be you-know-who!" (Vector, in SH)
"Hey, loog! Id's Sodic!" (Tails, in SH) *Marth adds sniffle sound*
"Pretty flower, pretty flower! Show your face or/and(?) I'll sting you!" (Charmy, in SH) I can't remember that one well.
"Thee door is locked!" (Tails, in SA2) <-- I don't see why no one seems to get that one.
"Hey, it's not his speed must be using a Chaos Emerald to warp Shadow." (Sonic and Shadow, in SA2)
"You're not even good enough to be I'll make you eat those words!" (Sonic and Shadow, in SA2)
"Oh, MAN!" (Knuckles, in Shuffle)
"Eggman again! Just what is he up to this time?" (Sonic, in Riders)
"Rotate the Directional Pad in a circle." (Tikal, in SADX) <-- EDIT
"Aww, now what am I gonna do?" (Big, in SA) This is just a cover-up for a glitch. So is "Ow!". <-- EDIT
EDIT: I just thought of the SA themes. Robotnik's theme is even better than the SA2 ones.
They include:
"How to play as that knucklehead!"
"How to play as the fat cat!"
"How to play as MY creation! E-102 Gamma!"
Also, I remembered a few mistakes in the subtitles of some games.
The spoken message, if there is one, goes on the left.
"The last switch should be right up!(?)" / "The last switch should be right in front of you!" (Robotnik, in SA2)
"Aren't those Eggman's robots?" / "Aren't those Eggman's assassins?" (Espio, in SH)
"Aah Amy, you're timing is impeccable!" (Robotnik, in SA2)
"Turn the key to the left..." / "Turn the Analog Thumb Pad to the left..." (Tikal, in SADX)
Keep in mind that I haven't seen all of these that recently. Many of them are perfect, but I may have
made a few mistakes on some, and on others, I might've only gotten the basic idea.