I just bought Shadow today and played through 9 stages.
So far, they did the rehashments of the stages like they did with Sonic Heroes so some parts of stags repeats themselves but with different things going on. I haven't died from dumb mistakes yet which is a good thing. Some things are slow to do now (triangle jump and grinding). Like Magnum said, swtiching from rails is an improvement and your able to do it even while going really fast and giong around corners (big problems from the previous games). It certainly has a lot of action going on in certain stages and it makes it kind of hard to just zoom by when you want to (you still can and the levels are pretty lengthy). The weapons are great, but you want to stick with ranged instead of the melee, 1 thing that sucks about melee is they have limited hits to use up, a plus is there is a number of melee weapons to pick up ranging in size and location.
The replay is great from just getting all A's, doing all missions, getting all of the endings, getting all of the stages done. Its a bunch to do and wont take a week to do. You dont get points from killing anyone and the help you get sucks. They just follow you and barely assist (Amy did more attacking for me than Omega...whats up with that?). The levels themselves range from a number of places. I haven't unlocked all of the story, but so far its good, just dont expect something grand to happen. Depending on your actions throughout the stages, you are treated to a difference in what you will be doing next and so forth. The Main mode (story mode) is now a branch tree and choosing what you do in the stage is tracked on there. The speed is in there and also like Magnum said, he goes too fast for his won good too soon. There are difficult parts in the game and I've encountered 4 bosses total and 3 of them sucked (all from Eggman himself). So far I've noticed no enemy on enemy interaction where they dont damage each other...I guess thats good for the sake of your mission, but it would have been nice for some realism. Also Shadow swears in this game...there isn't really a need for it either. The story and settings are darker this time around. Other than that, its gots some nice touches over the oterh 3-D games and I like it better than Sonic Heroes already (which would have been right when I opened the box). So far, its not my favorite over SA2:B overall, but with time I think it'll go up in my favorite sonic games.
Also I dont have a DS so I didn't grab Sonic Rush...would like to lpay it though...maybe Nintendan could make a complete run vid for me ;)