During about the first ten levels, you should have no problems concentrating on the falling candy and power-ups. However, soon after that point the game play will be so fast that you must shift your strategy into staying alive, with candy and power-ups as secondary objectives. Many times, progression will depend on your luck and the type of power-ups you run into.
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Whenever you can avoid losing a life, collect power-ups. The best ones are the Fire and the Ball Multiplier.