Stage select:
At the title screen, when the "PUSH START" message is displayed, press and hold A + B + Up + Right + Start. While holding all these buttons, wait for the screen turns blank. Now, press Select a number of times corresponding to the desires starting Stage number from 2 to 19 (including bosses). Every time you press Select a sound effect will be heard.

Pause cheats:
During the game, press and hold A + B + Select + Start. If done right, the background music won't fade. While holding all these buttons, enter one of the combinations from the table below to get a corresponding effect. Every time you press the correct button in sequence, various game sound effects will play. If one of the buttons pressed incorrectly, then music will fade, and game jumps to generic pasue mode, so you should press Start here and enter all codes again.
Right, Left, Right, Left, Down, Down, Up, Up - Refill health.
Up, Down, Up, Down - Instant Game over.
Down, Down, Down, Down, Up - Toggle the Slow down mode on or off.