So... is Sonic X finished or not?
YES, it is finished.
Why?
MangaUpdates contains information about the anime adaptation and indicates that it is complete.
Watching Order (by release date)
Here you have all the anime relations we detected ordered by release date, so you can see the reason for this status in context and also use it as watching order.
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Synopsis
Sonic the Hedgehog's actions with the Chaos Emeralds accidentally send him and others to Earth.
Separated from his friends and even his nemesis, Dr. Eggman, Sonic finds himself in a completely new world.
He's taken in by a human family, the Thorndykes, and becomes friends with their son, Christopher.
Now, Sonic must reunite with his companions, protect Earth from a threat he inadvertently brought along, and figure out how to return to his own dimension.