Reading this thread reminded me that I have these from some time ago (Apologies for the camera phone shots):
They were originally part of a set containing Sonic, Tails, Knuckles, Lennie Small here and a giant chao too. (Very) brief research claims that the Big figurine is relatively rare, as is the chao which I've helpfully lost along with the rest of them.
Although unrelated, I was also reminded of the existence of this:
It's an original Sonic doll from 1992, with patchy fur from the many times I was sick on it as a child. Happy memories.