Find the following upgrades for the indicated character by searching the corresponding locations:

Sonic
UPGRADE - LOCATION
light speed shoes - go to station square after defeating egg hornet and go to the area previously blocked off by police go down manhole and jump up to the ledge that says "exit" to get the light speed shoes
crystal ring - after getting the light speed shoes go into the hotel and up the stairs and do the spin till he sais "ready?" and then walk on the button that opens the door to the elevator and the one that does the rings (this one may take some practice)
sacred light - after you beat "ice cap" continue down the cave till you come to the end and go down the hill till you get to the end it is on the flat rock

Tails
UPGRADE - LOCATION
jet anklets - at the twinkle park entrance there is a stream coming in from the ocean follow it into the sewer fly up the hole in the celing enter the room to the left and they will be on the bench
rhythm badge - when you get to the echidna city go to the wall to the left of where you start and search up and down the wall

Knuckles
UPGRADE - LOCATION
shovel gloves - go to the hill where you fought the egg hornet go up the stairs to tailses house walk around it untill you see the emblemon the ledge under the ledge there is a cave go in it and to the left there will be a branch the wall will close behind you get the gloves dig by the shiny flying thing and bring the object to the monkey and put it down to get back out
battle gloves - in the aztec forest (present) fly from off the ledge to the right and climb the wall till you get to the other ledge by big's house and on that ledge the gloves await

Amy
UPGRADE - LOCATION
warriors feather - beat eggmans high score in "hedgehog hammer"
long hammer - beat your high score in "hedghog hammer"

E-103:
UPGRADE - LOCATION
jet booster - when robotnick tells you to go to the ammunition room in egg hornet
lazer gun - after the egg hornet transforms, go to the sewage room

Big:
UPGRADE - LOCATION
power rod - go to big's house lift up bed hop in
lures - they are all obvious except for the one in the cage room amy was held in
Lures - all of these lures are easily found, axcept for the one in the room where they held amy hostage in the egg carrier.