Wow, I'm replying to this thread REALLY late, but I love Sonic the Hedgehog so I feel like I had to give it it's due.
Like quiteMAD stated, the comics are not the same as the game but the cool part is that elements of the games make it into the comics in different ways. Characters like Shadow and Silver the Hedgehog from the games show up and not just for meaningless cameos either.
Pretty much I'll break it down like this:
Currently there are three books (at least legitimately that you need to know about)
Sonic the Hedgehog (produced under Archie): This is the book I mainly read. It takes place on Mobius (pretty much the world where sonic's cast live) and they deal with issues that never showed up in the games. It's been around since 1993. My 1st issue was #61 but then I started reading regularly since #86 until now (currently on issue #227). This book is the main book. Prior to around #95 or so when the new creative team took over, this book featured Sonic, Tails, Knuckles, Rotor, Amy Rose, Sally Acorn, and other characters you never seen in the game, but still sprinkled certain elements from them: like Robotnik and such. There was actually a story arc that ran along side Sonic Adventure 1 the video game. But there was actually no problems with the continuity, they just started to gradually change the look of the characters, making them legitimately age. Sonic's now 16 or 17ish, etc (can't stay kids forever). But pretty much now, the storylines deviate away from anything the games are doing.
Sonic Universe (also produced under Archie): This book I read off and on. It's a companion book to the main Sonic the Hedgehog comic. Mobius (Sonic's world) at this point has 100s of characters and some of the B level characters get their shine in this book. Storylines that show what happen between the action of the main book happen here as well as what other characters (even villains) are doing when Sonic and company are off saving the world.
Sonic X (under Archie; see a trend??): Don't read this book. This book provides additional information as well as episodes in comic book form. It's based on the cartoon show that used to be on 4Kids and the CW (not sure if it's still on).
Pretty much read the Sonic the Hedgehog main book if you want to experience a completely new view into the Sonic continuity. The tv shows and games all have different continuities (like Transformers or GI Joe) but that's the fun of it!! Lol.
The great thing about the main Sonic the Hedgehog book is that they give great recaps in the beginning of each issue. Except for maybe #224 - #227. What's happening in this current arc is a giant buildup of what's been happening for years. Just go back and pick up ANY issue before that. Get lost in a new world
