I'd peg them as Small with a modified version of the Oversized feature... they can use two-handed and versatile weapons as if they were Medium, but are still small. (Each of the Sonic characters average about one meter in height)

I'd also give them +2 to Str and Wis (Wis because I kinda see the Echidnas as the "Not-Shorter-Than-His-Companions-Dwarf" race... and it helps justify Knux's uncanny Emerald-sense).

Finesse combat doesn't make sense to me for Knux-type Echidnas (He's all about his strength...), and Shade doesn't seem to use finesse-based attacks either...

I've also thought of a new feat...

Epic Feat:

Lightning Step
Prerequisite: Hedgehog, 21 DEX, Sonic Speed
Benefit: You may move up to half your speed as a minor action.
Normal: You cannot use minor actions to move.