Personally? Both acts for Marble Garden in Act 1 + 2 still remain my favorite track for Sonic 3 portion, especially if we're limiting it to Sonic music:
This was always a favorite one of mine as a kid and still is to a day. Hell, I'd purposely just let Sonic (or whomever I was controlling) sit on the screen to just listen to this music.
There were two good remixes of this song I also really like some indie artists did:
(There used to be a higher quality mix of this online for the RayDubMix version. I do have a rip of it somewhere, but I suppose this'll do).
But yeah, absolutely favorite Song for me in the series.
EDIT: I do have one honorable mention, though. Frozen Factory (Zone 1) from Sonic Lost World:
Sonic Lost World's OST is honestly really good and it's a shame the team couldn't refine the gameplay a bit more than they already did, because it did have a lot of good ideas there. At least if nothing else, soundtrack is absolutely fantastic.