Level Select
At the title screen, press Up, Up, Down, Down, Left, Right, Left, Right, L, R on Controller Two.
Bonus Song
On the Option screen, choose Hard Mode, then select "STAFF" in the sound test. Push B to hear the tune, then tap Y for a special version of the song.
Extra Lives
At the title screen, press Up, Up, Down, Down, Left, Right, B, A on Controller Two. Next, go to the Options screen and use Controller One to increase your lives up to 10.