Sonic continued his adventures with the same attitude and zeal as the ones before. He met many incredible friends and powerful adversaries in those adventures. Tails became a lot more skilled with Machines and eventually became one of Mobius's primary protectors. Sonic and Knuckles soon overcame their differences and became friendly rivals of a sorts. Still tries to conquer the world and stop Sonic, but to no avail. Over time, he developed a begrudging respect for his archenemy.
Back on Earth, Dr. Wily soon discovered that Zero was not destroyed in his new castle, but he was damaged. Sometime after Wily repaired and upgraded Zero, he found that he had to lock him up again, due to his violent and destructive nature that was even worse than Bass. Wily never saw Bass again, assuming and hoping he had been destroyed or shut down. Wily didn't live to see Zero awaken again, but his dark legacy would live on in Zero's mind.
Dr. Light also kept busy. Zero had unfortunately, destroyed most of Dr. Light's creations as well, including Roll and Rush. But this gave Light the drive to complete the last robot he would ever build. He took what he had of Mega Man and incorporated what little he knew of Zero into this robot, which he named, X. X would continue on to fulfill Light's dream of a peaceful world, ironically alongside Zero as well.
Sonic would never forget his time fighting with Mega Man, and he was sure that somehow, someway, Mega Man was not truly gone for good.