Pause the game and press C, A, B, A, Left. When you unpause the game you'll gain one life. You can repeat the code as much as you want before unpausing the game to gain one life for each time you press this combination.
You can use also B,A,B,A, Left to get the same result.
Pause the game then enter one of the following codes to get the desired effect:
At the title screen, press A, C, Up, Right, Left. Then go to options and choose the level.
Start a regular game and pause it during gameplay. Then press: left, right, A, B, B. Unpause to skip to the next level.
Set the game to Easy, then insert: GL9C92KGM