Power-ups, shields and level exits can be easily found by following the coloured arrows on your ship.
Boss Weaknesses
When you are playing the boss levels try not to rush them as patient observation of their attack patterns highlights their weaknesses.
Powerful Ships
Find an Infinite mode that complements your play style ie. Dodging, shooting or memorizing patterns and then mine that level for medals so you can unlock new, more powerful ships.
Surviving
Try to master movement as this is more beneficial than shooting as artful dodging is the only way to survive enemy-packed screens.