Board Thread:Sonic News Channel/@comment-24560510-20140217220116/@comment-477304-20140307175054

Sonic CD - Sonic travels through time because of the time posts scattered throughout Little Planet.

Sonic Colours - Omega states that Sonic may be able to surpass light speed, he never said he did.

Sonic Rush - Sonic doesn't even travel through dimensions at all in that game.

It is only stated that Sonic can move at Light Speed with the use of the Light Speed Dash and Light Speed Attack, anything else is speculative, Sonic's true top speed in unknown, though I doubt he's FTL.