Seriously, it seems like everyone's been so caught up in how Sonic is "like the wind" that we're all overlooking a very important aspect of what it actually MEANS to live like this.
Sonic is a NOMAD. He travels around the world in search of adventure. Sonic Unleashed is a whole game exploring that concept, and Sonic Adventure has Sonic returning home after a solo journey around the world he went on off-screen. Everyone calling Sonic a "bum" or whatever are completely glossing over this to paint Sonic as some homeless loser that sleeps on Tails' couch, when the Tornado is SONIC's plane originally. Sonic is a pilot who owns a plane and uses it to travel, and that's been the case long before he ever met Tails.
Sonic Adventure's info on Sonic also implies that he went through some sort of intense spiritual training thing or whatever. And yet some people really wanna say that Sonic is just some retard with no wisdom...