If I may debunk you both, Super Sonic came AFTER Dragonball Z and Sonic does have one higher step in his transformations, though it was only seen in one game.
1. In Sonic 2 for Genesis, Super Sonic (Super Saiyan from Dragonball Z referrence) was included as a tribute to the Eastern culture (Japan), while the Death Egg (Death Star from Star Wars referrence) was included as a tribute to the Western culture (United States).
2. Sonic has the ability in the Genesis game Sonic 3 & Knuckles (lock-on between Sonic 3 and Sonic & Knuckles games for the Genesis) to unlock a 2nd set of emeralds called Super Emeralds that once obtained gave Sonic the ability to achieve the form of "Hyper Sonic". In this form he cycled through the seven colors of the emeralds while having 4 stars circle his body. He also left 2 afterimages in his wake whenever he moved, was able to breathe underwater, and was also able to perform a double jump that caused a flash on the screen that destroyed any minor robot enemy.