At the Sega logo, hold Down A, B and C and press Start. Repeat at the
title screen. This will enable you to practice almost any level (no bosses)
with the third Option. Almost every screen has a union lizard coin
(worth 1 or 2 lives).
Stage 2-2 -- Where the fence Starts for the second time, you can jump
and shoot a 1-Up.
Stage 3-1 -- On the third floor, walk to the far Right. There's a man on the
two boxes. Shoot him with a power shuriken, go to the next level and you'll
be able to jump Down and retrieve a 2-Up.