Option 1: Search around DimensionWarped's web space for the Sonic Heroes models. Easiest to do, but be warned: they've become overused.
Option 2: Download the 6 character demo of SADX PC from SEGA, then get this tool pack. Use SADXmdl_dll.exe (from the command line) with the path to the character model DLL file as an argument. Then you just import the pieces of the resulting .OBJ file into your modeling program of choice, and assemble! But this is tedious and tricky, and you might go insane, but nobody else has completely done that yet