I've seem to had very few problems with Sonic Adventure DX. I'm running 0S 10.6.1 and using Crossover Games 8.0.1. Just make sure to install Windows Media Player 9 (on the disc) and Direct X Modern (off of Crossover itself).
One thing that may not be working is the game playing noningame cutscenes. I haven't played through the game, but I noticed the opening scene missing (may not be in the PC version as I can't remember) and didn't see any opening cutscenes to the Super Sonic Game Play. Then again I was using a Japanese save file which may have had something to do with it.
Also, pay attention to resolution. anything above 1024 x 768 does not work. Windowed mode produces an annoying white area nearby the gameplay mode. 800 x 640 looked the best full screen on my 13-inch macbook.
Gameplay wise, the game will probably vary depending on your computer. My specs are 2.4 GHz Intel Core 2 Duo, 2 GB RAM and the Intel GMA X3100 graphics card. My computer had a little trouble keeping up with Sonic's movement, but this may have been improved if I had closed out some of my other applications.
Or maybe Macs can't play Sonic since they don't have blast processing...