Level Select
At the title screen, press Left, Up, Right, Down, Down, Right, Right, Up, R. Press Up or Down to select your starting level.

Bonus Points
For a 1,000,000 point bonus, finish stage 2-2 in under 30 seconds. Make sure you get the clock if you hope to make it!

999 Lives
Need some lives? Course 'ya do! For 999 of 'em, try this trick. At the "Press Start" screen, press Up, Right, X nine times, Down, X six times, Left, X seven times, Z, X, Y, Y, Y, Z.

Warp to Final Level
Perform the Level Select described above, and then press Left, Right, Right, Up, Right, Right, Up, Down, Right, Right, Up, Right