Select the Configuration mode and hoghlight "Exit." Press L, L, R, R, R, L, L, L. Press Up or Down to go to any stage.
Maximize Health Meter
While playing, do a Spinning Back Kick by pressing Away + Y and pause the game. Then press Up, X, Right, A, Down, B, Left, Y.
Maximum Power Crystals
While playing, pause the game and press Up, X, Right, A, Down, B, Left, Y.