Sonic Advance Cheat - Tails Following Sonic!
Taken from Sonic News Network: There is a cheat code in the game that allows Sonic to be followed by Tails like in Sonic the Hedgehog 2. To activate the cheat code, press up, right, down, right L, right, R, right and A in the character select screen. The cheat will work if a ring chime is heard afterward.