If you want lots of lives before defeating the main boss of Sonic 3, in Launch Base Zone (act 1), move Sonic to the alarms you can find throughout the level, and then do a spin dash. The robotic birds will fly straight into you one by one, giving you loads of points and lives.
On the subject of Sonic 3, on Carnival Night Zone Act 2, I lost 3 lives, running out of time, figuring out how to get past the infamous barrel 'puzzle'. I only figured it out by frantically mashing the buttons on my joypad, and I figured that you could press up and down to move the barrel.
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Aspies: Because great minds think alone.