Once you get the hang of the levels, the achievement is easy. Should you not want to practice first, just replay special stages until you have 40 lives, or however much you think you need. --- Arguing with an idiot is like arguing with a dog. They'll keep barking forever without realizing they look stupid.
If you have get all the chaos emeralds before you try this, it will make things even easier since in Sonic 4 Episode 2 you can actually control when you turn into Super Sonic and can even turn it off when you want to save rings. Just go Super when you reach a tricky bit, and tag Tails when you're in the clear and need to gather rings.
If I retry a level whilst doing this run through do I still get the trophy? --- Currently anticipating: Sonic 4: Episode 2 (May 15th), Pokemon Black 2/White 2 (Autumn), Resident Evil 6 (October 2nd) and BioShock Infinite (October 16th)!