A Grand Affair
When you go downstairs to enter the second screen of Stage 2, you can uncover a money bag worth 1,000 points. Walk to the right edge, then whip the block to the lowest ledge. By kneeling there, you'll summon the stash.
Call Me Zelda
The Zelda series has always dealt with duality: worlds of light/dark, past/future and dreams/reality. In the original adventure, a Second Quest lurks in the game. Access it instantly by naming your character ZELDA.
Quick End
If you find yourself in a jam with no escape and no way to lose a life on perpose, bail out by hitting Start. When your menu pops up press Up and A on controller 2 to start over without losing your items.