Level Select:
At the start and options screen press B, A, B, Y, down, right, A, L button, down. If done correctly you should hear, "Yip!". To use it anytime during a game hold the L button, and press up to advance a level, or down to go back a level. You can fight the bosses and the dragonfly race this way also. Or you can hold the L and R buttons and press start and it will bring you to a menu which will let you select a level you have played before. You can only access this a few times, the counter on the far right tells how many times more you still have this option.

Extra Continues:
After you complete the first level, kill yourself. When the press start screen appears press and hold right, then press start. At the next screen hold right and press start.