No, not all chaos do, but it is possible to have a chao evolve so that it resembles Sonic by having it first evolve to a running-type hero chao, then have a second transformation again as running type.
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Trust me, there isn't a way other then to stay in the chao garden.
You have to buy it
Sonic Advance 1, 2 and 3 (Gameboy Advance) have chao gardens which are small and not very great, but Sonic Adventure (Dreamcast), Sonic Adventure DX (GameCube), Sonic Adventure 2 (Dreamcast), Sonic Adventure 2 Battle (GameCube) all have chao gardens where you can do the most things and raise your chao the best and most effective. Sonic Adventure 2 Battle is the most convinient and shows you all you need to know about a chao, and it's a really good game to raise them in by using animals (and Chaos Drives) as a means of training them. Sonic Advance 1 and 2 can connect up to Sonic Adventure 2 Battle and Sonic Adventure DX via a Gameboy to GameCube link cable and you can exchange chao with.
you have 2 beat the game 2wice and delete ur chao on 3rd game. the new chao evolve 3 time
buy it in the black market