You may of missed it, but IGN have given the public this new Sonic Adventure 2 movie. This does show new levels, including what seems to be a ship with planes, played as Sonic, and Tails in Radical highway, a level only seen before through the eyes of Shadow. Also, it shows Rouge looking for something besides Emerald Shards, Eggman Keys!
http://dcmedia.ign.com/media/e32001/movies/sonicadventure2.mov