At the title screen, press Select then Start to reach the Continue menu where you can enter the passwords below to start at the designated region. Passwords can be found by going into the building at the start of each area and using the fourth option from that menu.
At the title screen, press Select to highlight "Continue". Now, press and hold Up & Select and press Start. If done right, you'll be at the Level select menu. At this menu, press and hold Up & Select and press Start again to go to the Boss select menu. And finally, press and hold Up & Select and press Start yet again to go to the Music test menu.
While on the map screen, hold Right + B on controller 2 to pass over gates and opponents without needing keys or having to defeat them.
While playing, hold Left on controller 2 and press Select to enter the status screen. Press A or B to get out of the status screen and your opponent's titles will be revealed.