Shadow > Information
Here's info on all the McDonald's toys (which were available from June 27 through July 26). Yes, I actually own all of these (multiple copies, actually), and yes, I did eat 30-odd Happy Meals over the 4 weeks...
Oh yeah, and toys (c) McDonalds/Sega...you know the drill :P
Toy #1 - Sonic's Speedway

Take the wheel of a racecar as Sonic and dodge other cars. 20 cars advances a level, 3 levels wins. Hit 5 cars on a level and lose.
Toy #2 - Shadow Grinder

Grind the rails as Shadow, jumping over gaps. 15 gaps advances a level, 3 levels wins. Miss 10 gaps on a level and lose.
Toy #3 - Knuckles Soccer

Block soccer balls as Knuckles. 10 balls blocked advances a level, 3 levels wins. Miss 5 balls on a level and lose.
Toy #4 - Sonic Action Game

Jump over platforms as Sonic. Collect rings and don't crash! 20 platforms advances a level, 3 levels wins. Miss 5 platforms on a level and lose.
Toy #5 - Aiai Banana Catch

Catch bananas as SMB's Aiai. 30 bananas advances a level, 3 levels wins. Miss 10 bananas on a level and lose.
Toy #6 - Tails Sky Patrol

Collect rings in the sky as Tails. 30 rings advances a level, 3 levels wins. Miss 10 rings on a level and lose.