I've got an assortment of Sonic plushies, including two Amy plushies, an old school Sonic and Tails, Super Sonic, and Knuckles. My bigger Amy plushie I got from my boyfriend, and the other one I was just lucky enough to find at the Salvation Army.
I also have a Knuckles action figure, a Knuckles Mcdonalds Toy, Knuckles Key chain, a few Sonic tee shirts, a Big the cat handheld game, a thing that went with an old Sonic night light, a race car (although the controller's missing) and a Sonic birthday card. I was also lucky enough to find a pair of Knuckles' gloves from an FYE closing sale.
I also recently got a Sonic wallet. The wallet and the keychain I ordered from a place called ToysNJoys or http://www.toysnjoys.com/ it took me a couple weeks, and I had to pay a little extra in shipping because they're from Hawaii, but it was well worth the wait.
There's also a place called toyglobe, but if you order from them prepare to wait a long time. I preordered my Super Sonic plushie there. Took several months, it was supposed to be out in June and I didn't get it until August.
I've had good luck with Ebay with one of my Sonic shirts. Sometimes if you're lucky you might find something at walmart. I would highly recommend ToysRus though, if you happen to have one in your area.