At the main menu press B, UP, B, B, L, Y. When you start the game your life counter will show "9, but you really have 50 lives
Whenever you're low on energy during the game, press START to pause, then press RIGHT, LEFT, X, X, X, UP, DOWN. When you unpause, your energy will be full.
At the main menu press L,UP,X,UP,R,Y,START. A stage-select menu will appear. Choose a stage with the D-pad and press start to go there.