Sonic CD is amazing, the PC port is beyond abysmal.
Sonic CD for the PC is almost deliberately poor. The game itself is barely compatible with Windows 95 or 98, requiring the user to lower his or her Color Level to 256. After that, there are two options for window size: small and full screen. However, the full screen function does not work, resulting in a blue screen. Windows XP users have to find a number of fan-developed patches to get the game to run, and, even then, it could crash at any moment. The rest of the options, such as smooth and choppy scrolling, are almost irrelevant since the game is so unplayable. In the end, Sonic fans would be advised to either buy a Sega CD and copy of the game itself or consider "less legal alternatives" to get the game running on their PC.
SEGA has always been known for its stellar talent, but it's just as infamous for its poor decision-making capabilities. Sonic CD for the PC is the result of both; An excellent Sonic game that was given too small a port budget. Sonic fans know that, at one point or another, they'll need to either replay an old Sonic game or find a more obscure one that never reached the mainstream. For those that want to seek out this Sonic game, try one of the options I listed above, because the PC-specific port is as rewarding as vacuuming your motherboard. On a related note, there is a demo of the PC version, and those still unconvinced of the poor quality should indeed find and download that instead of spending the money necessary to acquire the full physical copy.