Weapon Select
Pause game play and press Up, Up, Up, Down 10 times. Then, press R or L to select another weapon.

Power-ups and an extra life
In the mountains, before the boat, pass the boulder and the Raptor that comes out right when you reach it. Go down two rock staircases, then go right. Then, when you reach the first top left-hand corner, go in front of the wall and pass through to reach a secret room. It contains power-ups and an extra life.