You can open a Sonic CD file called pcm8.cmp in a wave sound editor as a RAW data file and you will get to listen to ALL of the game's sound effects! However, there are a couple of them not in the game and two of them stand out: grab them here and here. So? Ever heard them in the game before? =)

...I thought so! Now, let's examine them:

Alright

Alright? Hmm...there is no doubt that this is Sonic's voice. But Alright? I've heard him say 'Im'outta here' and 'Yes' before, but...this? Sonic probably said after successfully finishing the stage or something...

Yeah

Probably spoken after getting an emerald or a continue.

But that's not all. There are more sound effects there that are not used in the actual game; not just in PC version, but in Sega Mega CD version as well! You can even hear Amy saying something! Where to find that, you ask? Well, what's the SSRG search engine for? ^_^

A Sonic CD Alpha pic

Forget the Palmtree Panic images, it's innocent; look at the the bottom (or above). It shows a Special Stage without the psychedelic BG it's known for. Also, that balloon - it was probably a predecessor of UFOs you need to smash for a Time Stone.
Plus, the info is missing, suggesting it's a mock-up pic.

Okay people, who submitted this? I forgot, but would like to credit the find.