Power-Ups
How to: From the title screen, press:
Down, R, Right, Down, Right, Right, Down, Right, Down, Down. A tone will sound.
Next, start a game and pause it, then press:
R, Right, Down, Y, Down, Right, Down, Left, Right, Down, Right, Right.

Description: Select your power up, press one button from the list below to choose your initial attack, then press another button to choose missiles or bombs.
Initial Attack Missiles and Bombs
A Sky Laser A Homing Missiles
B Ground Laser X Spread Bomb
X Reflect Laser
Y Spread Laser
R ShotGun Bomb

Level Select
How to: From the startup screen, hold R and press Up 9 times. If you did it right, a tone will chime.

Next, start a game and pause it, then hold R + A + Select. A level number will appear in the lower left corner. Use Up and Down to change the number, then unpause your game to warp to that level.

Pro Difficulty
Beat the game once and you will unlock Hard Difficulty.

Beat the game on Hard Difficulty and you will unlock an even harder difficulty called Pro Difficulty.