How do you get level select on sonic 3

Beat the game before you try cheating, you weirdo. No one respects a Sonic fan who has to skip levels before they get to the ending zone. >_<

(This from a 25yrold who beat Sonic 3 (with S&K) as Sonic, going through the Doomsday Zone as SS, running for rings while trying to hit Eggman, and finally winning to the point Knuckles didn't just sit on the biplane exhausted. The Master Emerald has changed sizes so many times ._. continuity is beginning to suck)