The Rouge from this set is rather rare. This particular one sold for over $300 in 2010. She's nicely detailed, especially for a UFO plush! The tag shows the other characters you could collect from the machines.

Even Eggman was released as a soft toy with his new look. He was in the Sonic X themed UFO catcher set

UFO Catchers / Crane-Games in Japan: Dispensing plush this way made them especially rare, because you had to win them, instead of just being able to buy one.