You know that Questionmark Key? Get that key in each stage. Don't get damaged, and complete the stage with it. Then you'll enter a Bonus Round. Half of the time it will be Sphere Collecting and the Chao Ballon, but, the other half, you'll chase a Chaos Emerald. My reccomended teams for catching each Emerald

For the first three, use Team Rose.
For the middle two, use Team Sonic.
For the last two, use Team Dark.

Ok, here's the way to go. Stay as speed the ENTIRE TIME!!! (If you run through gates, change back to speed) Collect tons of Power Orbs. Fill the gauge to level 3. Then use power dash. To help avoid those evil bombs, stay on the ceiling. When your gauge runs low, repeat. Each stage gets more and more difficult. Good Luck.